Okay, you have one of those. Hope it doesn't start to leak at the gauge, then you will have ATF all over the inside of your JEEP.
Per the instructions, it's a NPT thread design. So it would appear that there is not enough sealant on the threads where the capillary tubing goes into the "T" fitting. Personally, I would not use this design. I know you had bad luck with B&M one time. But that is what I use and have been using for years and years and not once had a problem. I would buy the B&M kit that was designed for this application. That way you won't have to worry about a possible leak inside your cab.