BEST ANSWER:

No. Mine is the same way. If you look at the small nuts closely you will see the threads are deeper on one side than the other. This is not a problem for me as the screws are just for keeping the connector straight and not allow it to be pulled apart. I just push it in all the way and it works fine. I don't even use the screws on some of my connections if they are in a permanent position and not in danger of being pulled apart.