It looks like the metal isn't bent the right way. Mine is a gentle helix, to match the threads on the plastic nut. It's entirely possible that somewhere in the process (or maybe years ago, who knows), the metal got bent (or flattened) so that it doesn't work with the threads any more. Er, actually, it looks like it got bent the wrong way. That would certainly keep it from engaging the threads. That second picture makes it look like the one side is bent inwards when it should be standing proud.
Looking at the second picture you posted, the lip at the 6 o'clock position should be bent inwards (towards the bottom of the dishwasher) and the lip at the 9 o'clock position should be protruding upwards. Take a pair of pliers or a screwdriver, and you should be able to bend them enough to get the threads to engage.