So I took my shiny new Shimano Tiagra Compact crank+performance platform pedals for a spin and then after a few km of riding after a trackstand on a red light I noticed that my right pedal(ugh! why does it have to be the expensive side!) is loose. I figured it might've magically unscrewed itself, but it was loose and at an angle. So I wiggled it out and along came the threads

Where did I go wrong here? I've replaced pedals many times before on my other cranks, but i've never used this crank or pedals before. Now that I think about it, the pedal did start going in too tight to spin in by hand about halfway through(ie first half went in smoothly), but I figured I can apply a little bit more force with a pedal wrench.

Also I just noticed that the threaded part of the left pedal does not go all the way through. There is a fair bit of room remaining. Are the pedals to blame?
Is there a way to get the right crank arm cheaply? I paid $50 for these cranks, but i'd rather not throw out a mostly brand new crank

is it possible I put too much grease in? Any other theories?