If you've got high humidity, you may need to mix it longer than 10 minutes. More important than the shine, does it hold stiff peaks? Can the beater paddle stand by itself in the icing? If so, then it's done. Perfect royal icing won't be totally dull. It stays a little shiny while wet, then goes completely dull after it dries.
Did you make absolutely sure that there was no grease or oil residue on any of the tools you're using? ...measuring spoons, cups, beater paddle, bowls, spatulas. A little grease will kill your icing.
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