Hi,
If all VDD and VSS are connected along with mcle, pclk and pdata as with the 2550 then the only other thing likely to be causing it is the path from the PK2 to your chip.
If the lead from the pk2 outlet is longer than 6" /150mm, unshielded , then sometimes some chips simply do not work when others do ...?
Do you have the chips in a breadboard or ic socket or Zif - again you could have a poor connection only showing up on the 40 pin chip.
Breadboard connectors are again not the best thing for high speed programming connections.
Have you tried running the PK2 diagnostics on both chips to see if they give the same results ?