Wear on ignition locks can do a number of funny things.
I can remove the key when running on a couple of my cars due to wear. But other cars I own, with the same design of lock will not do this.
A few years ago, I read that the #2 cause of ignition lock failure is use of too-heavy key rings.
(#1 is theft).
People insist on having 10 lbs. of keys, good-luck charms and dog-chew toys swinging from the ignition key, which wears it out. If you have anything else on your keychain, try removing them and just use the ignition key on its own.
Next, does your key have nice, sharp teeth, or does it look old and worn? Worn keys can often produce trouble like yours.
If it's worn, you can go to the dealer and have them make a new key using the key-code reference numbers. A decent dealer guy can get the codes off the old key, even when worn.
This will give you a key just like it was when new. If you have the original key-codes (printed on the key knock-out plate, if you have that) all the better. If you know the dealer that sold the car when new, they may have the original key codes still on file.
BTW do not bother with the typical key-copy machine - the one that uses the old key as a pattern. That will just get you a brand-new worn out key
If a new key will not solve your problems or is impossible to get, contact a locksmith to install a new lock cylinder and key (approx. $100)