spin the wheel as you tighten the nut up, does it feel like it is getting tight in one spot? I have heard of a race getting bound and not seating all the way against the hub and then as it was run, it would move in and the bearings loosen up. It almost seems like you may have had a race that was not seated properly, either not in straight or not in all the way.
Also, I believe the ball type bearings are not supposed to be as tight as the Timken tapered roller bearings.