When you tighten the lock ring to lock the top cup into place you need to actually turn out the top cup a little at the same time you tighten the lock ring against the top cup.

The "why" of it is due to the play in the threads. When you bring the cup down onto the bearings and get it feeling just right the cup threads are seated against the lower side of the steer tube threads. When you screw down the lock ring it tries to push the cup ahead so it's seated against the top of the steer tube threads. The couple of thousandths of movement this causes results in far too much bearing preload in the head set.

To counter this you need to slightly loosen the cup or to screw the cup back against the lock ring just as it makes contact. And even than you can expect a little back and forth play. To slightly loosen you turn both the lock ring and cup back together using two wrenches. To do so you'll likely need to loosen the lock ring an eighth to quarter turn. Then the cup threads will be eased off enough to turn along with the locking ring by using a second wrench on the cup while the first wrench is on the lock ring.

This is the same treatment that you use for adjusting cup &cone wheel bearings. So you may as well figure out how to do it.