How soon we all forget. 
This is a known issue with Filco keyboards and SP keycaps. Sometimes the manufacturing tolerances for both overlap and you end up with a keycap that rubs against the side of the keyboard housing. To fix it, you can try shaving a tiny bit of plastic off the offending keycap, a bit at a time, until it clears the keyboard housing enough to function properly. It's been suggested to do this by sanding with fine grit sandpaper, going slowly, a little bit at a time.
Is this the case for all keycaps along the left side of the keyboard?
The OP's pics only show the left Shift in place.
What jdcarpe said is correct, it has happened to me before on imsto thick PBT's enter key, also one of the shift on the new Vortex bi-color PBT.
Doesn't always happen, but once in a while if you get unlucky then it does.
Sometimes it rubs against the stabilizer wire, sometimes it rubs against the bottom plastic mount for stabilizers (the one that mount on the steel plate).
In this case you might have to shave off the inside of keycap a little bit, unless you can find a safe way to bend the keycap outwards.
Good luck my friend !
