Patodonn, I did exactly the same thing with the hose bib and had to make a second trip. The threads were just not quite right.
Ours says "prefilter" also but I was told relates to its positioning in a home's water system. Filters at the source instead of at the destination (water inlet to the house rather than at the faucet, in other words). I do not know if that's accurate but it does make sense, since it is a 'whole house filter.' If this is incorrect, maybe someone here can shed some light.