Some paraffin wax will lube the threads for a while but probably won't help with it being tight.
Sometimes, I file off the outside of the threaded insert as it seems terribly tight to press in. I suspect that being tight pressing in could compress the threads and make them tight.
I usually use a small dot or two of epoxy to make sure it stays where it should.
Are you sure it's the threads? I've assembled a pen that the the threads seemed too tight.
As it turned out, there was a small amount of glue in the tube when I assembled it. The thread assembly slipped over the dried glue and put a small dent in the plastic assembly. That set the threading off.