Is this just one out of the lot? If so inspect the threads carefully on the ball joint, with a magnifying glass and a good light if necessary, there could be a simple imperfection on the starter thread that won't allow it to start. That is where I would start, other than making sure I had the correct size.
I had two balljoints, and one did not have the zerk already installed. I will probably need to get a tap and chase the threads. That's the only thing I can think of. In all the suspension work I've done never had this issue before.
