You're not installing it right. There's a plastic tab that needs to line up with the indentation on the shaft. The shift pattern should be straight in N, but willl be crooked in gear, especially 6th. After you're sure tab is inside indentation, just put a rag on top of the knob and whack it a few times. Or use a rubber mallet. When it's seated all the way down, the clips at the bottom of the knob secure it on the shaft, and it takes a pretty good yank to remove. You should NOT see the flared portion of the shaft where the clips engage when fully seated.
Now, if you tried to shove the knob a bit crooked, you might have deformed the plastic tab, and you'll have to fix it. Take a look at it with a flashlight. Good luck.