Could be the bracket is tweaked or bent...
The caliper needs to slide in the bracket after the lock is in place.
It doesn't move much, just enough to compensate for the wear on the pads and when you release the pedal..
Yes, they are a pain, but once you've done them a time or two you figure out what to look for when things aren't lining up quite right.
It's kind of a fail safe design, no way is the caliper coming off the bracket once the parts are locked into position.