Please tell us which specific Cigar kits you made ... is it the Berea Cigar, the PSI Big Ben Cigar, the Woodturningz Cigar ? . They are all pretty much the same, I think, but it would be nice to know which so that the instructions can be pulled up and checked.
I am most familiar with the Berea Cigar. . For it, I know that the upper portion is held on only by the tight fit of the brass tube to the transmission. . So if yours is so loose that it does not activate the transmission twist action it should simply fall off if you turn the pen upside down. . I have just now checked the Berea instructions which say that you should never have to remove the upper barrel ... just unscrew it (taking the transmission also because it has the threads which you are unscrewing). . That's how the instructions tell you to change the refill. . As Chris said, you can also change the refill by unscrewing the nib.
Anyway, be that as it may, it does seem that you could permanently glue the upper brass tube to the transmission.
But that should not be necessary. .
Is the upper tube so loose that it actually falls off when you turn the pen upside down?
If that is so, then is there any way you could have used a wrong brass tube ? . But if you did, then you would not have been able to complete the assembly of the centerband and the top finial/clip.
I am going on too much, I feel ... but I am really puzzled by your situation.