I went through a long process with that problem earlier this year. I concluded it was the STUPID fittings used on grills. There are two types, one with a black plastic ring that screws over the outlet of the tank, the other (all metal) screws inside of the tank. The one with the ring is newer and it caused me the problems, and I’M SURE it was what you used. The black plastic design has an extra valve in it...as mentioned by others.
Anyway, it took some effort, but I converted all of my propane appliances to the inside design and so far, so good. I have no idea why they messed up a perfectly good system.
For the same reason they mandated polarized electrical plugs, low-flush toilets, got rid of incandescent bulbs, removed phosphates from first your laundry detergent, and now your dishwasher soap:
They're not content with burning a bunch of your time every year with dealing with filing federal and state taxes. The more of your time they can suck up by getting in your way, the better.
And you better like it, or they'll pistol-whip & Tase you while shrieking "STOP RESISTING!" - just before they throw you in jail for a while, or bankrupt you, to remind the other peasants who's boss.
You know, kind of like that uppity bastard Bobby Unser:
"Bobby Unser vs. Big Government" (http://www.freerepublic.com/focus/bloggers/2725198/posts)
http://judiciary.house.gov/hearings/pdf/Unser100928.pdf (Congressional testimony)
It was done for 2 reasons.
#1 Safety
#2 Lawsuits