I'm no plumbing expert but I have had issues with straight threads and tapered pipe threads. To connect to a straight thread you need a coupling with a flat washer - like a garden hose - to seal to the pipe. That white fitting may be intended for a tapered thread. Get a piece of pipe from Home Depot and see if it fits better. While yo are there look at the braided stainless hoses for sinks and toilets. There may be a mate for the faucet that can adapt straight to tapered. I have this problem with baitwell pumps not properly screwing into thru hulls.