Battery operated?
Even on new generation modules, I find that it can require more then just the wake-up sequence to add/remove them from the controller. In the end with some trial-and-error of pushing the Z-Wave button before/during/after trying to add it always works for me.
These brand new Fibaro motion sensors (5th generation Z-Wave I believe) that I got last week for example I had to first exclude/reset, before they would add to my Z-Wave controller. Was annoying on the first one, but easy to replicate on the others.