[RayMarler]

I am theorizing here...
They are not fully rejecting the queen because they do not have a queen of their own... Yet.

They have resources of their own to make their own queen, so they are not fully embracing keeping the queen you are introducing either.

I would suggest to put the cork in the queens cage, and check in three days and destroy any wild queen cells you might see started. I would do this again in another three days. Then check to see how the bees are liking the new queen. By then, she should have built up her pheromones better from beeing in the hive environment, and the hive will accept her more readily. She may be a mated queen, but she has gone "off laying" and the bees sense this.

This above is my guessing on the reasons you are seeing what you see.

 

[abingaman]

I think I figured it out! I went out and quickly removed the cage from the hive because the bees weren't interested in it and closed things up. I brought the queen cage in the house and popped the staples and dumped it into a push-in cage. Upon inspecting the bees, I noticed there is no queen! So I was shipped a container of nurse bees by accident. I purchased the bees through Lappes so hopefully, they will make it right. There were no dead bees in the container and the candy plug was still intact with about 1/4 of it eaten through. So mystery solved!