Have you noticed that many of the cheap steel Apple Watch bands out there use the connectors for leather/rubber/fabric straps, as opposed to custom developing their own solution for a much nicer, more integrated look?
The reasons are simple; it's expensive and difficult to do well. It requires a lot of CNC machining with a high degree of precision.
We learned the hard way, while trying to make ours more precise. We felt that there was a lot of vertical wiggle in all other bands, including Apple's own. We started out with a couple of first production Apple Watches to base our band development on (38mm and 42mm steel). We made connectors for our Revo that were such an awesome, precision fit. Then we did the same for the Locarno.
After a period of sales, we started to notice about 3-5% of our customers couldn't fit our bands. I even ended up seeing this in person with a customer's new steel Apple Watch, where I couldn't slide the Locarno in even a third of the way in...yet it slid in perfectly on my steel unit.
After these experiences, we realized why everyone else's, including Apple's own, were looser; the Apple Watch cases themselves have some slight tolerances. More specifically, it's only on one area, where the tips of the "C" shaped opening come together when viewed from the side. And it would only take about 0.05mm to make a difference between a perfect fit, and no fit at all.
We had to go back to the drawing board to make that section looser, and hence, not run into these fit issues with customers again. We did notice that Series 2 had a higher propensity for this tight fit, as shown in this video here (mine is the first generation silver, my friend's is the Space Grey Series 2 Nike):
As you can see from the video above, I used the same Ligero aluminum band, same side, on both Apple Watches but it doesn't fit the Space Grey one...not even halfway in.
It's quite probably that most other brands haven't discovered this issue because 1) they haven't tried making it fit more precisely, or 2) they're just using the cheaply sourced connectors made for straps that always seem to fit. The reason is because they end at the case, so that "C" shaped area will no longer be a constraint. Only if you extended the part past the "C" shaped area like we have in our custom connectors will you run into this issue (if you tried to make a more perfect fit).