The cap should be tight and you should not be able to remove it without the system first cooling down.
My old Zetec had a "proper" old style metal pressure cap with a metal expansion tank.
However my Roadster has the later style plastic cap and I think it would be possible to cross thread it and therefore not get it fully tight.
Have you tried removing the cap and then carefully trying to find the old thread path before cross threading.
There is a rubber seal in the cap, maybe put some vaseline on the seal and see if it rubs off on the tank neck. Or engineers blue of course.
