No, it's not you. I've been having the same problem with the last few batches of Radial joint protector pins I bought from Atlas, too. (Yes, they are Radial thread, not some other odd-ball thread.)
If you look closely at the first thread on the flat side (the side you glue into the Radial tapped hole) you'll see that the thread doesn't track properly. It curves back toward it's neighboring thread, which makes it impossible to screw into the tapped hole. You have to grind/file/sand that first thread down until in screws in. Since the pin is aluminum it's not terribly difficult to alter, but it's a pain in the butt!
BTW: Be careful not to grind too much aluminum on a stone wheel (i.e. bench grinder). Because aluminum is so soft, it will gum up the pours of the stone. Eventually, that aluminum stuck in the stone wheel will heat up, expand, and break the stone wheel as it's spinning at 10 bazillion rpms, sending stone fragments everywhere really, really fast (i.e. into your face). Granted, you gotta grind a lot of aluminum for a long time for this to be a real threat, but it's your face. Don't say I didn't warn you!
