Hey there,
I have a 2003 4.0L 4x4. Replaced the right front hub bearing after internal tone ring went to the crapper. Got the part from Ford, used the vin to get the part, etc.
New connector and old looks like this. New connector won't "click" into the female end located near the front bumper. Am I missing something?

New connector on left, old on right.

Female connector located near front bumper.

 

New+Old connectors do look identical; maybe the pin placement is slightly different? Inspect closely & measure for any differences.
May be just new ORing is tighter than the old one or there's some plastic mold flashing hanging things up.
Try a little DiElectricGrease on the Shell & ORing; dont get it on the MetalPins, just the Plastic\Rubber parts.

 

I currently have the same problem. Did you figure out what’s wrong??