Yours is not an uncommon experience but it would help to understand some things about how these tuned passive loops work, and this will hep to explain why they seem not to work in some circumstances.
Except in the extremely unlikely event there is a broken connection in your loop, again, highly unlikely, they will indeed provide give a noticeable gain in signal strength, several db. So why does it seem it is not working for you?
The most common reason is that signal strength is not the limiting factor in your reception, but rather, signal to noise ratio. This is significant because in the later case the antenna will amplify the noise along with the signal, so the net result is no observable change. In the old days when radios had analog signal meters it was easier to see the signal meter jump when the antenna was peaked but with many radios with no meters or less obvious metering the gain may go unnoticed. But it is still there.
One other thing that happens with some DSP tuned radios like the PL-330 is that the DSP chip tunes the radios input to the ferrite rod and introducing an external antenna inductively may upset this tuning. I have experimented with my AN-200 and PL-330 and it is indeed trickier to see the improvement but it is there. You might try aiming the radio improperly to minimize the signal strength to peak the AN-200 more precisely, then re-orient the radio and you should see a higher signal level on the meter. Also try varying the distance between the radio and the antenna as you peak the antennas tuning ...you should hear a blip as you cross the proper tuning spot.