Ive always wondered why my first officer will not select command A after take off when i ask him too it takes like at least 5 min for him to arm it... that doesn't seem correct to me?

Make sure there is no pressure being applied on the yoke other wise the autopilot will not turn on.

That's the way the 737 works in real life.

I think there's a PMDG config option to disable that functionality.