Many of these parts sold here are made in China. The quality isn't always the greatest, torn threads from dull dies, inadequate depth, etc. Even if it is perfect, it takes a bit more than hand tight and a little more to create a good seal. The harder thing to get it tight enough is to do it without scratching the chrome off with the wrench or pliers. If there's another fitting on the other end of the nipple that has flats on it, use two wrenches, one on the valve, and a second one on the other fitting, and use that to tighten them both up nice and tight. Even if the other fitting doesn't have flats for a wrench, you might add one temporarily, and use that to tighten it up. THen, you must be careful not to loosen it when you take that fitting off. A good strap wrench might get it tight enough without scratching, and is a good tool to have around for things like showerheads, and other plumbing jobs with a nice finish you don't want to score up.
Also, if you get it tight, then loosen it a bit, that can cause a leak with tape. You might want to switch to pipe dope. Once you get it nice and tight and leak-free, you can wipe the excess off, and not have to look at the tape, too.