I think you misunderstand how threadless headsets work.

It's the bolt that "tightens" the top cap that adjusts the headset preload. By tightening that you're overloading te bearing.

FWIW the assembly in the fork is tightened enough not to slide, so the top cap bolt can have a solid purchase when you use it to gently compress the stack and eliminate play.

The sequence is:
1- secure nut in fork
2- assemble headset, stem, spacers, etc.
3- tighten stem slightly, but leave it free to slide
4- add top cap and bolt, and tighten to adjust headset (not to secure top cap)
5- tighten stem to hold everything in place.

That should get you home.