Welcome to GMTC!
Looks like you're missing a step in the ignition key sequence. Try this:
Without letting go of the switch unlock switch, turn the ignition on and off three times (looks like you're doing it only twice) with it ending up in the off position once again. Let go of the switch on the door; you should hear the doors lock and unlock indicating a successful entrance into the programming mode. Take the key out of the ignition at this point.