I had the same problem with my Yukon, the dealership said that the Body Control Module was faulty. I didn't feel like spending $500 for them to replace it, so I'm just going to buy an aftermarket alarm system w/ keyless entry.
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try different key positions, i know when i had to do mine in my Grand am, i had to go from off to accessory and back, i think it should only need to go one "tick" so if you go off to accessory and back again, that might work, if not, try accessory to on, or something similar, i am pretty sure you can only go one tick though.