You need to wiggle them in. And make sure you use latex gloves or cloth between your hands and the tube.
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Is the amp new? I assume it's used.
Tubes have to all glow at once together as amp powers up.
They have to stay firm in their sockets.
You should get a sewing needle or a screwdriver from the watch repair kit and try to shrink the contacts inside the tube socket for each one. Make sure that amp is completely off. If you can solder, you can buy new sockets and solder them exactly as previous ones.
You need to clean sockets and tube pins once in a while with contact conditioner for the tubes best performance.