It's because the Oring behind the threads on the barrel may be too thick...
or that there isn't one at all.
Not a big problem. I think it's a bit typical of SP threaded markers because of the coarse threads.
I'd just put some threadlocker on it and leave the barrel on for the day.
when I say thread locker, I mean plumber's/teflon tape. Please don't use loctite or some ****.