John,
I don't think having a screwed in nozzle versus the Krome compression fit by itself should make any difference in performance. Flow and tip dry could be different for other reasons. The Tritium 3 has a .3mm nozzle vs. the fine .25mm of the Krome. Air flow could also have an effect. And, tip dry could be better because the Tritium automatically closes the needle gap before the air shuts off, something you have to train yourself to do on a regular airbrush.
And, if your krome has had a lot of use, it could be that the needle and nozzle aren't in as good of shape as when they were new. That could also explain some of the fit feeling different.
The thread-in nozzle of the Grex airbrushes is pretty beefy. With a little care and not over tightening, it shouldn't cause you any grief. And, it's a lot bigger than the tiny Krome nozzle that's so easy to lose.
Don