E70(and the others Exx models) can have only 2 CA keys active at a time. Probably first 2 original keys were CA and the spare key you received is 3rd, therefore it cannot be accepted as CA by the car. You have to talk to the dealer and see if they can rectify the situation or nothing can be changed at this time.
P.S. Sorry, I didnt see Ianbrown already wrote that.