Not IN

Experts, I have the below APPEND query.  
I am trying to APPEND to tblConsortium where tblAgreements_thisPrj.AgtID is NOT IN tblConsortium.AgtID

There are records that should be APPENDED but when I run it there are 0 records to be APPENDED.  

What do you think is missing?
thanks.

INSERT INTO tblConsortium ( AgtID )
SELECT tblAgreements_thisPrj.AgtID
FROM tblAgreements_thisPrj
WHERE (((tblAgreements_thisPrj.AgtID) Not In (SELECT [tblConsortium].[AgtID] FROM [tblConsortium])));