Hi,
Chances are there is corrosion where it is placed. It should fit snug, but you should be able to easily install it. The retaining bolt on the steering knuckle holds it in place.
Try this. Take a small piece of sandpaper (something like 320 grit) and wrap it around a pencil or screwdriver. Place it in the opening and gently move it around so that is cleans off any corrosion.
I attached a pic below of the sensor. If there is something different you are working on, let me know. Also, here is a link that shows in general how to replace a wheel speed sensor. You may find it helpful
https://www.2carpros.com/articles/how-to-replace-an-abs-wheel-speed-sensor
Let me know if that helps or if you have other questions.
Take care,
Joe
See pic below.
Image (Click to make bigger)
Saturday, July 24th, 2021 AT 8:12 PM