

When you turn on the water, the pressure keeps it pressing upwards, so it is difficult to twist down to unlock.

When you twist, the valve actually rises a smidge to lock in place.

Normally, if the valve is not locked firmly in place, it will shoot up in height from the water pressure as soon as you turn the water on, making it very-obvious what is wrong. I will put that in my bag of possibilities for when folks raise similar issues in the future. Good job of diagnosing the problem yourself! And thanks for reporting your results.
