I had one of these bottles that seemed more difficult to seat the threads. I used the same procedure but did the pinch and squeeze in a pan of hot tap water with the bottle filled. It seemed that the heat may have softened the threads a little more making the thread seat more secure.
Most problems with that bottle are from getting (or not) a "seal" at the threads.
When brand new, you need to get it seated well -
- with an empty, put the cap/tube on
- pinch the tube, bend if needed, airtight
- SQUEEEZE hard
You're kind of pressurizing the cap/thread seal - it should be airtight.
Couple air/compression/squonks and NOW the bottle should be ready to use...
That, or maybe you don't have a good tube/pin connection? Is that snug?
Edit - ah, geez. Got up, came back, answered question, and NOW see @KentA already wrote up the exact same process. LOL