All 39mm are not created equal. I have a 39mm Nikon filter created to screw into the back of a mirror lens. That filter will not screw into an E39 thread. But when it comes to front mounted filters, I have yet to come by one that doesn't conform with E39 and Marumi being an established producer of photographic goods makes me wonder what is happening? I own Marumi 39mm filters that mounts on old Leica 39mm lenses without issues.
Any issue with other 39mm filters on the lens?
As noted above, a manufacturing error is not out of the question, of course - but this is not the average Chinese-made-for-quick-profit no-brand product, unless it is counterfeit.