Airbrush nozzles are delicate pieces of engineering, it's not like tightening a wheel nut so you don't want to over do it. As Jon already said putting wax on it or something like that ( I use some cut up PTFE tape if I need to ) make a better seal will help.
I think you got your stuff second hand ? It may well have already been over tightened before you got it. Iwata is quality stuff, I've used them for about 22 years, probably more actually (

Woah that's a bit scary I've been doing it this long... ), I never had a problem, everyone at college had DeVilbis and all had problems after they'd taken the piss out of my Japanese Airbrush, it did me through 4 years of college without any problems

they're quality bits of kit and will last you well, I'm still on my original brush !