This used to happen to me more often than I like to remember - the little gray "air pocket" type of adhesion failures that is. It was very frustrating. I don't know for sure what the cause was but like you, I don't remember noticing it until everything was pressed together. Since then, I have changed my regimen in a few ways, but I don't know if any one of the changes maybe made the difference, as you said, maybe a little of each.
Here are the changes that made a difference for me. After applying CA on the lathe (I use the non-stick bushings). I remove the blanks and sand the "fingernail" build-up on the ends using my blank squaring jig and disc sander. At one time I just used some 400 grit sandpaper on a flat surface and moved the blank in figure 8's to sand off the excess. Following that, using a paper towel as a blotter I put several drops of thin CA down and use it to coat the ends, just in case I exposed any bare wood when I cleaned them off. (Sometimes I do this twice, especially if there is any evidence of wood or staining on the blotter when I twist the blank ends on it). I think this might not only seal the ends up but also puts a little CA up over the edge to make a seal with the other CA on the pen.
Before assembly, I use a chamfer tool on the ends of the blank and I smear a little Renaissance Wax on the inside of the tube to act as a lubricant when I am pressing. Before pressing if the parts fee exceedingly tight I might take a chainsaw file to the inside of the blank and re-apply the wax just to make sure that I am not expanding the tube too much by pressing the parts in.
Since making these changes I can't remember experiencing this problem again. I've had full on cracks in the wood from pressing but not the little gray "air pocket" type of adhesion failures on the ends. Unfortunately, I don't have any magic repair method short of what you already know - sand and re-finish.
Good luck on your re-work.
Dave