I seem to have some issues with my DX6i "unbinding" between trips. Yesterday, I followed all of the same actions that you did...but... when NOTHING happened...I switched the TX off and then back on; I switched the battery switch off and then on. After a number of such actions.....while holding down the binding switch.....the steady light came on and she was bound and everything then worked.

The only thing that I can think of in your case ( assuming it IS now bound) is it possible that you have the plugs into the receiver in backwards? Easy to do. The dark brown/black lead should be on the "outside" edge of the receiver. Also, did you remove the binding plug? Hope that helps.. Rich