I don’t run much steel case but I believe it is quite common for brass cased ammo to stick in the chamber after running a bunch of steel. Clean the chamber and try again with the brass before you shoot steel.
This, or just a rough chamber. The brass tends to form to match the roughness more so than steel, and that causes more tendency to stick when a chamber has rough machining marks (or corrosion pits, but that doesn't sound likely if it's new). Good news is that it's a relatively easy fix with a chamber hone in most cases, if you have a gunsmith who knows what he's doing.
If it's a rough chamber, you can see evidence of it on the fired brass if you look carefully at the case body.
Edit - on second thought, please clarify - does the fired case not come all the way out of the chamber, or does the case stay stuck in the bolt and it tries to feed a new round? My comment above is for the first one, but the second one is a different issue that is most likely a bolt or extractor problem.
