You're definitely doing something wrong, 'cause the thing is dead simple to use. Read the owners' manual. The groove is actually BEFORE the threads, it's just a groove that runs all the way around, not part of the threads.I have never had trouble stowing the gas cap on a car while pumping gas before I got my 2013 Accord.
It takes a lot of fiddling to get it to stay in place on the door.
What were they thinking when they designed it?