As your note points out, the cap should adjust preload, and tightening the stem clamp should not add or reduce that preload. The fact that you can rotate the spacers before you ride indicates that the preload was not affected by stem tightening.

Did you use assembly paste on the stem clamp? If not, the one theory I could come up with was that during your ride the pounding on the stem by your weight on the handlebars and hitting bumps and stuff forced the stem lower on the steerer.

BTW, for a brand-spanking new headset there should not be any detents where the fork settles in. The turning should be as smooth as a baby's bottom.

Good luck and please post any learnings.

On Edit: I see that you have an allow stem and steerer. When you tighten the stem, does the stem fully close, or is there space between the two sides that the tightening bolts pull together? If they are bottoming out, perhaps the stem hole is too big?