What could go wrong with washing machine water hammer devices?
In my experience, these things just don't work. I used to rave about them, and tell everybody to use them to stop water hammer. I was wrong. 

In theory they should work, but in practice they do not. Modern washing machines have fast acting solenoids, which can turn off the water very quickly. Water hammer arrestors designed to fit on washing machine supply lines, are simply too small to absorb enough of the energy to prevent water hammer. 

Your best bet is to secure the plumbing better, and/or buy larger arrestors.

To answer your question directly... There's probably nothing wrong with the devices you've received, aside from being poorly designed and undersized.