They should seal right away. Are you sure the little cupped washers are installed the right way around? Tapered seats inside the housing halves are clean and not damaged? Spring in good shape?
FWIW, I have seen aftermarket jets that leaked at the bottom of the jet. I couldn't figure it out until I noticed that the clevis would move a little bit relative to the jet itself. Apparently some clever engineer reduced manufacturing costs by drilling the jet all the way through and using a plug to hold the clevis to the jet; but the plug had worked loose in the hole and was letting fuel seep by.