Seems like this is a prevalent issue with Citi. Citi may have noted to get you an EMV card, hence why it shows in their system that you got one, but I think there's a big miscommunication between Citi and the manufacturer of these cards.

I don't know where Citi usually outsources their usual card manufacturing to, but from what I can tell from the back of my chipped CitiAAdvantage card, the new EMV cards are made by Oberthur, one of few American companies that makes EMV cards.

Perhaps the EMV card request are being directed to their usual manufacturers instead of Oberthur? Might want to check up on that and see if "ensure to send card manufacturing request to Oberthur" works.