Just to add to this thread:
I was also having trouble getting my stainless steel lines (from wheelers) to thread into the hard lines. I came across this post and noticed that I also had no threads along the bottom portion of the bolt.
So, I purchased new OEM hard lines (pre and post flexible line). Even on the new hard lines the only full threaded nut is at the caliper. All others sides still have the non threaded part.
I then noticed on my SS lines that the ends were different lengths. The slightly longer end I could get about a half turn by hand, and the slightly shorter end I could only get about 1/16 a turn by hand. The second you take a wrench to it and put any force on it, it pops out.
I can get about 2 full hand turns using the OEM flexible line, and they are easy as can be to install.
TLDR: The only hard line that is fully threaded should be the one going into the caliper. All others have a portion of no threads to start.
If you are having trouble getting SS lines on, check the depth of the threads vs the OEM flexible line - My SS lines did not have deep enough threads to get a proper connection.
I may take some pictures later
The quality of Wheeler's is highly suspect at this point in regards to their brake lines.