No you arent missing anything. The battery post has a slight taper so you need to be sure the terminal clamp/ block is all the way down before you tighten it. If this doesnt help the terminal clamp ring is pretty puny so are you sure the bottom ring hasnt broken? Mine did and its not immediately obvious. I cant tell from your pic.
I believe positive and negative terminals are slightly different diameters. If yours is broken you can get a solid brass universal positive clamp that does the same job for a few pounds but you will have to adapt it for 3 connections. Alternatively it is possible an alfa garage sells the clamp as a spare. I belive it is used on several models. I thought it was so rubbish I preferred to use the solid brass type and a bit of my time.