It matters because there are literally dozens of Kayfun clone variations, starting as low as $13... and low quality clones tend to have low quality threads. EhPro clones, as a general rule, are very good quality... so machining accuracy isn't much of a concern.
When bone dry, stainless steel parts, with threads that are cut rather than rolled, can feel rough until broken in, so put a little Vaseline, cooking oil... or if you have it, food grade silicone grease on the threads (even juice will do in a pinch) - to lube both the threads and the o-rings.
Use it for awhile - It'll be fine. ;-)