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The tapers that the drill chucks mount with are extraordinarily sensitive to any amount of foreign material in them.
It is possible you have a bad machine, but my experience is that it's much more likely to be a dirty mount. I'd recommend removing the chuck, cleaning the tapers, and reinstalling. When cleaning the tapers get them as clean as humanly possible. The female is especially hard to clean, there are special rubber "reamers" made for this purpose if necessary. I like to think of "clean as an operating room" as being the minimum required.