I have also experienced that issue and it’s not normal. It means the angle is somewhat wrong or the filter isn’t seated correctly (note it can also occur when the filter is seated fine so don’t go ahead and shove it until it breaks). Sometimes it’s a matter of just finding the right angle
You're right I've re-screwed it after playing around with it for a bit. To be fair, the sound quality wasn't bad (or no noticeable) before I did the re-screw...
Thanks for the heads up..