By so doing it acts as a centering guide and also as a heat sink.
If the center pin is overheated it can become off centered and can cause erratic connection problems.
Thanks for the comments.
Chris at Parts Connexion admitted a concern with these connectors as when I emailed him he instructed just to turn the male end a tad. Certainly not the first time he heard of this problem. They are designed totally different than standard RCA. Maybe just not a good match for the Audience AU24SX male RCA's.