Keith Arndt in Lyle, Washington, USA reports this problem.
"I just got this gauge back from the shop because I needed a new capillary tube installed. I sent along the original probe/nut with the gauge to the shop. Now there's 3/32" to 1/16" slop in the probe with the nut nearly flush with the head. .... When I went to tighten the nut holding the temp probe into the head the capillary tube was still loose. .... The threads in the head are clear. The compression nut is not stripped or otherwise damaged. The face of the nut is approx. 1/16" to 3/32" from the face of the head when tight".

Original probe and another repaired part for comparison.

Notice the replacement bulb is smaller, and the sealing flange is thinner. Also notice the replacement nut is shorter with incomplete threads near the hex head. When this nut is screwed into the cylinder head it runs out of threads (at one end or the other) and binds before it can clamp the bulb in place.

Repaired parts from a different vendor.

The second picture shows a similar bulb with thin flange, but the nut is longer. The nut also has an extended pilot diameter on the nose end and an undercut to root diameter of the threads immediately under the hex head. This nut could screw in until the hex head would hit the flat on the cylinder head. The pilot diameter on the nut is as small as the shoulder on the bulb, so it can push the bulb down to seat firmly even when the flange is thinner than depth of the counterbore in the head. This one works okay.

So the issue is not so much differences of the bulb design, but the retaining nut on the first repaired part at top of page is not suitable configuration to retain the modified bulb. This one should be returned to the vendor for correction.

If you would like to try "fixing" the faulty part to be serviceable, refer to article DT-102E for some ideas.