nimbling is probably correct.
Interpolation only happens between two keys. You will see the interpolation symbolized by a line connecting two keys in the dopesheet.
If the first key is added in the middle, nothing happens before it. You'll see that there is never a line before your first key. No interpolation.
If you turn off your dopesheet filter, you will see the problem.
Protip:
If you have a bunch of keys later in the animation and want to make sure all of them have starting keys at frame 0,
go to "frame 0" of the dopesheet, the press CTRL
+SHIFT
+L
. Spine: Cheat Sheet