Key comes out in any gear on 2001 Pontiac Grand Am

I have a 2001 grand am se1. I recently change the shifter since the shifter would not snap properly into reverse. Now I noticed that the key comes out, when the card is parked, in any gear. Please help. I know this will help if I park my car uphill but I want it to be the was it was made stock. Is there a fuse that is blown?? I want the key to be pulled out only in reverse, and not otherwise.. any idea why this is happening??

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