Are they Presta stems? Did you tighten down the presta valve to close the valve?
Has anyone put a curse on you?
Edit~ is the hole in the rim for the stem clean with no burrs or a sharp edge? In the wheel the edge of the stem can be pushed into the hole differently than a tube off the rim. If it's a problem you should be able to tip the valve a lot when the tube is off the bike and get a small leak just from tipping the stem enough.
If it's a presta valve don't tighten down the nut that came on the tube, if there is one. That pulls the tube harder into the hole in the wheel. Just throw the nut away, plenty of tubes are sold with no threads to put a nut onto. IMO the nut just makes it a little easier to fill the tube when using a hand pump.
Last edited by 2manybikes; 03-28-17 at 09:03 AM.