That means it's stripped.
Other Sq1 have this problem, so I assume Shengshou uses a plastic nut here.
Cut a strip of printer paper(or other paper, just not the thick drawing kind) that is about 3-5 mm wide(1/8" to 3/16" about). I'd recommend 5.
Then you back up the screw completely
Put that strip of paper through the nut hole
And carefully insert the screw again.
The paper both gives new meat to tap new threads into and also makes the hole just slightly off-center, making the screw press in the threads in the nut(like maing new threads, but following the existing one).
That is called Paper Modding, and is more common in Europe since Qiyi used imperial hardware back then.
If you are handy, you could theoretically check screw diameter, thread pitch and outer flat dimension and buy a nylock nut later to replace this one, but only if you know how to go about this.