Hold the microphone with its XLR connector pointing upward, take a flashlight, and shine it into the "well" of the XLR. You may see, at the bottom of the "well," a little, black, corrugated ring-shaped rubber spacer. If so, this should be removed using any object small enough to reach it, such as a dental pick or a properly unbent paper clip.
Actually I don't know whether Røde uses those spacers or not, so rather than my telling the whole story behind them for no reason, please check first to see whether that's the problem, OK?
--best regards