Yeah, you do not seal the reg on to the bottle. They operate with such a high pressure that the sheer force placed on the thread is enough to seal them.
Quote from http://www.zdspb.com/tech/misc/hydrotest.htmlWhen reinstalling a tank onto a reg, do not use loctite. The tank pressure is sealed using the 907/90 o-ring on the tank thread stem. Loctite is not necessary because the tank will be held in position by hundreds of pounds of force put on the threads. Using loctite only makes it more difficult to remove the tank in the future.