[jakeru]

That nut (if the one I'm picturing is correct) is a locking nut. The locking feature on the nut is designed to bind (to some degree) with the threaded shaft. This friction can be enough on rod ends and ball joints to cause the spherical bearings to rotate, which prevents the nut from threading on all the way. The top of the threaded shaft should have a recess where you can insert an Allen wrench (or maybe it was a torx-style wrench, I can't remember but you can verify the visual appearance.)

Is that your problem?

It's actually good to have locking nuts being re-used bind noticeably upon reassembly. It gives confirmation that the locking feature isn't worn out. (If it doesn't bind noticeably, it's a good idea to replace with new locking nut.)