yea, thats weird, mine came with threads on the valve pin and inside the cupseal. perhaps yours was a defect or something. your best bet is to phone up dragon and ask them to send you a new one, and if it's their fault (which it is if theres not threading) they will send it to you for free.
edit: mine also didnt come with a cup seal star, so maybe they just havent updated their [crappy] manual.