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Pressing the little button on the side didn't work?
The little button on the side of the Flex Hose just releases the pressure inside the hose, it's not a shortcut to avoid screwing the hose on the valve.
@TurtleRecall I suffer that problem sometimes with continental inner tubes with removable valve cores, but still haven't found a better pump (flex hose is a great feature for me). Just avoid tightening too much, and carry a valve core tool just in case
Because Lezyne pumps screw onto the valve, you pump the tyre up, unscrew the pump and it unscrews the valve core with it, releasing all air from the tyre. Happened to me three times in a row yesterday on my new bike. Finally managed to get it sorted by greasing the valve first and screwing the pump on so gently as to barely be pushing any air into it.