Guys, ive had this exact problem just now, lets get straight to the point. So what ive found out is you guys put the nozzle part when the temperature is cold. Now because of that it wont clip somehow i guess, but when i heat it up(nozzle already in the correct position) the clip will actually close and latch but when you do it cold it wont work. So thats what i found out.
Summary:
Always heat your nozzle up (When nozzle is already in the heating assembly) to 200 degrees and after then and only then you can latch on the clip.