Hey mate, welcome!
As mentioned by sthur,
threading issues can happen due to spotty QC in a factory, and if so it's contact-the-vendor-time, however this can happen if you don't screw the nemesis together well before adding the battery in. e.g., remove switch and battery, make it all tight, add battery, add switch. If you didn't have the battery in it, you can try a few things:
1. Some machine/cutting/gun oil in the
threads, then screwing and unscrewing over and over until it slides home.
2. A bit of sandpaper over the threads can help too if there are burrs/crunchiness going on.
Though maybe I'm spacing, but doesn't it basically come with either an 18650 & 18350 tube? If you're trying to screw those together... why?