Steering column

I am rebuilding a 71 Mustang convertible. I am a first time builder and have run into a problem with the steering column. When you turn the key to start the car the key does not spring back. When the car starts to crank and you release the key is stays where it is. I have taken it apart and cleaned  everything and  changed the key cylinder any ideas how I can fix this?? I do not want to buy a new steering column because they are all chrome and I want the black thats in the car. any help would be appreciated.  Thanks

I believe the return spring is actually in the switch. The switch is mounted on top of the column under the dash. An actuator rod runs from the key assembly to the switch.

I had literally the same issues with mine, and recently resolved it by replacing the ignition switch itself (the one down low on the column, as Don described).  The return spring is inside the ignition switch itself.

I also had the same issue a few years back. Solved by the ignition switch also.