I have this issue, occasionally.
If it doesn't start in "P," It starts in Neutral...

 

The not-too-rare cause varies with the car details but you've not given any

 

Went to fetch car around corner, one and a half hours later put the key in and whoops it starts perfectly. Next day at home i started it and left it running for around 12_15 minutes...it cut out by itself and would not start...engine cranks, all lights on dash ok but no fault codes as yet!! Could his be a crank sensor faults or damaged??? Afraid to use the car now...any ideas welcome as am getting desperate!!Seems to be a ignition problem as it first happened whilst driving, no missfire just a clean cut out as if the ignition was cut!!

Thanks Keith

 

Fuel pump maybe / blocked filter

 

My S Type has been doing this occasionally. No dash lights. It did it this morning. I turned off and on again, all OK.

Like jagv8 has said, we were told by Jaguar if you insert key and turn very quickly the key is not read.
I'll take a bit more notice next time, for some reason I feel that it happens when I have my foot on the brake. Just thinking out loud.

OP do you have your foot on the brake?

I will also check what my P light is doing.