Hi Steve,
You've run into a problem we mostly see on iPhones, but I've run across it a couple of times on Pixels as well.
What's happened is when you removed the original screen, you got between the screen's mounting frame and the OLED rather than between the screen frame and the phone frame. So you've separated the screen from the mounting frame that's supposed to stay on the screen and left it on the phone.
What you need to do at this point is go back around the phone and do the screen removal procedure again, only on the screen frame this time.
Compare your new screen with the original, and you'll see that the difference is in that mounting frame. Now if you look on the phone you'll find the frame still there; that's what you have to remove from the phone so you can replace it with the new screen.