If the connection goes INSIDE the bottle valve, then you most likely have a stuck valve in the bottle.
If you have the type that hand screws over the valve on the bottle, you have to have the connection nipple far enough in the bottle valve to release the gas. If the connection fitting doesn't get deep enough into the valve, gas won't come out.
Personally, I’ve always dreamed of the situation where I had a bottle of gas that was useless and a .44 mag in a field. But generally, my skinflint nature usually gets me to figure out what’s wrong. IMO, the valve is designed to NOT release gas until the nipple releases the safety valve in the bottle.