Not much information t go on, but a couple of ideas. You could have drastic error on your thread bit angles and the two pieces should still screw together with a poor fit.
Are you sure both threads are right hand (or both left hand)? Are you sure the threads are deep enough? Did you have the correct minor diameter before you cut the internal thread?
Tell us more about what you did and what you got.
Are you sure both threads are right hand (or both left hand)? Are you sure the threads are deep enough? Did you have the correct minor diameter before you cut the internal thread?
Tell us more about what you did and what you got.