Yeah, crimping does that.

I usually crimp with a big pair of plumbing pliers. Gets a lot of leverage on it and makes a physical connection - the parts actually weld themselves together with enough force.
But the plastic sleeve doesn't look too good after.
I'd cut the plastic sleeve off before crimping and slide some heatshrink over the wire. After crimping, use pliers to get the crimped area as round as possible. You can usually squeeze it a bit more. Then you can slide the heatshrink over the joint and shrink it. Not entirely clean-looking, but better than a mangled sleeve.
You can also try soldering the wire to the connector. If you haven't soldered, it's easy. You can learn in an hour or two.