Does this only work with keys that have been previously programed for the particular car?

About a year ago I purchased 2 replacement key cases. Both now start the car but one will not remotely unlock/lock the doors remotely.

Have gone through the point and click and the insert key and click twice process.

Have I missed something?

I should add that I have purchased to key fobs - 1 crossfire, 1 Mercedes- on ebay that I am unable to program.