I've never had a problem with threadless stems and my Topeak Twister pump. Note that the Joe Blow Sport uses the TwinHead pump head whereas the midrange and higher end Topeak pumps use the SmartHead. It could be that the cheaper pump heads don't hold unthreaded stems as well. If you want to continue using unthreaded stems then you might want to consider upgrading the pump head to a SmartHead. I personally prefer unthreaded stems since they don't chew up my seals and actually a good pump head and an unthreaded stem is probably going to provide a better seal than with a threaded stem. Also, I know this might seem like a dumb question, but are you certain you were using the correct end (presta) of the TwinHead and did you make sure to turn the valve lock the correct way?