If the soft tubing wasn't quite round, it could take a bit to reform it to seal. If it was way out, you wouldn't have been able to get the compression ring on, though. Did you use the internal reinforcement sleeve on the pex? If not, they you are just compressing onto the flexible plastic...it needs support underneath via the sleeve insert to make a reliable seal. Sometimes the threads aren't nice and clean, and the nut binds. Also, if you don't use two wrenches (one on the fitting, the second on the nut), you can mess things up making it difficult to seal. If the thing binds, a drop of oil or a dab of PTFE pipe dope on the threads makes snugging up smoother.