Why is $n \log \log n$ not tightly bounded by $n$?
As $n$ grows bigger, the ratio between $n\log\log n$ and $n$, namely $\log\log n$, tends to infinity. Hence it is not possible to upper bound $n\log\log n \leq Cn$ for any constant $C$. If you stare at this inequality, you discover that the constant $C$ must satisfy $\log\log n \leq C$ for all $n$, yet the function $\log\log n$ is not bounded.