What factors might affect the reaction between potassium permanganate and ethylene glycol?
Capsules of potassium permanganate injected with ethylene glycol are used as aerial ignition devices in bush and forest firefighting. They are considered a reasonably safe option because of the delayed reponse prior to ignition. They are sometimes known as dragon eggs or fireballs. The rate of chemical reaction is very much dependent upon 


the particle size of the potassium permanganate. Powdered permanganate (greater surface area) works much better than larger crystals.
the concentration of the ethylene glycol. Dilute glycol may not lead to ignition at all. Perhaps your glycol solution is very wet. 
ambient temperature. Unless you are trying this in the middle of winter outside in the snow, this is unlikely to be the cause of disappointment.