Presta valve letting all the air out when I screw it back in
If you press down while screwing in, air will be released. The nut on the top of the Presta valve does not need any downward force to close.
If you are not pressing down while screwing in or find a lot of force is needed to turn the nut at the top of the tube, then your valve may be damaged. At that point, it is best to get a new inner tube/valve.