9 Speed Cassette does not go all the way in on the free-hub body
If all the cassette sprockets fit on the free-hub body and you can install and tighten the lockring then all should be good.

You should be able to see from the non drive side that the cassette spider is sitting at the base of the free-hub body grooves.

Note that some cassettes come with a spacer ring that sits behind the cassette spider.