In the meantime, I found information on Garmin / Tacx official website about the freehub supplied:

"Any 8 to 11 speed Shimano or SRAM cassette and standard locking can be used in combination with this cassette body"

This is puzzling, because my lock ring from SRAM 11 speed and the one from Sun Race 8 speed (Shimano compatible, I assume, and similar to SRAM) do not seem to fit.
I didn't force to screw, but now I'm wondering: should I consider that the thread of the freehub is somehow special to require a forced screwing from the beginning?