Considering the number of instruments being sold, this is something that the Chinese factories just shouldn't be having a problem with any longer. It's continued evidence of their attitude towards quality control and customer focus more than anything else. You know they CAN do it, but ...?
Anyhow, two suggestions:
The first is just to repeat the cleaning suggestion. You should clean ANY new horn thoroughly before you start to use it. It's very common for lapping and polishing compounds to be left in various places. I think it's part of cost-saving techniques for manufacturers to be slack with this. Take care in how you do this because one problem with the Chinese instruments historically has been with the softness of the brass. If you apply too much force to the thread (either by pulling or pushing while tightening/loosening it or by cleaning with some instrument), you can "bend" some of the thread material and cause yourself a worse problem. Be gentle. (With my 1924 Buescher tuba, I don't worry about this, but things have changed.)
At times, the threads on valve caps and and casings are not well cut -- either because of sloppy process, or a tool has gotten out of alignment, or (more likely) because a cutter has dulled and not been swapped out (more cost cutting). I had one particular problem with this on the 2nd valve of my Wessex Eb tuba.
One ultimate approach is to take the instrument to a repair tech who can "chase" the threads (basically re-cut them and true them up). It's not complicated, but you need to have the tools to do it. Even then, if the brass is too soft (as has been true in the past of a lot of the Chinese instruments), this may or may not be totally satisfactory. What I did was to use a little bit of silicone grease on the cap threads and the casing threads (in my case DOW-Corning, but you can get small packets of this in Lowes or Home Depot in the plumbing section -- and it makes EXCELLENT slide grease). You don't want to use too much, but use a decent amount. Not only does this lubricate the treads (as oil does as well), but it more effectively fills the threads (which oil doesn't do so well) to avoid the thread wandering or cross-threading. I discovered that after I'd done this for some time, the removing/replacing of my problem valve cap became much better. I still had to take some care, but it went on and off in a straightforward way. And it no longer loosened up by itself from time to time as it had displayed a tendency to do.
Threads can be bad in a few different ways (in addition to being cut in material that's too soft). They can be cut too shallowly, they can be cut so that a portion of the thread isn't straight, but wanders a bit (a dull cutter or soft material will do this), and they can be cut in such a way that the "valley" (groove) of the thread isn't of consistent depth or the correct "v" shape. Any of these faults can give you problems with starting the thread or with cross-threading or with the thread "catching" properly or improperly. The silicone grease can at least help some of these conditions, but for others, chasing (re-cutting) the thread may be needed. Ultimately, I assume that's a warranty issue if it's a significant problem for you.
Gary Merrill
Wessex EEb Bass tuba (DW 3XL or 2XL)
Mack Brass Compensating Euph (DE N106, Euph J, J9 euph)
Amati Oval Euph (DE 104, Euph J, J6 euph)
1924 Buescher 3-valve Eb tuba (with std US receiver), Kelly 25
Schiller American Heritage 7B clone bass trombone (DE LB K/K10/112/14 Lexan, Brass Ark MV50R)
1947 Olds "Standard" trombone (Olds #3)