Well, that is a shame! Sounds like something went wrong in the production of the threaded inserts on the kit. My only suggestion is to take a close look at how the cap and the body mate. Normally, when making your own threads for a pen, you add a bit of relief to the threads - meaning leaving a little room for tightening and not cutting the threads to the end of the connection - so the cap can be tightened snugly. Without the relief, the two pieces don't really 'lock' to each other, potentially allowing them to do what is happening to you. I don't know how you could add a relief if it needs it, but it might be that something else, like an overhang of the blank, or potentially a mis-truing of the end of the blank, is keeping things from snugging up. Take a magnifier to it and give things a good close look.
