I'll second TrueBlue's experience with propane bottles leaking, particularly if removed from the appliance being used immediately after use or in cold weather. The neck on the bottle cools as the gas leaves and expands, which is the only explanation I have that correlates with my winter-time experience with the bottles always leaking. I use mine on a torch tip and so I leave it attached until the bottle warms up and then I seem to be able to get the seal to seat. I'd leave them attached to something with a more positive shut-off valve, like a grill, just to be safe. I'd also follow TB's advise of placing the bottle up to your ear to check for leaking; sometimes it's just the tiniest of hissing you'll hear.
“Scientists are people who build the Brooklyn Bridge and then buy it.”
Wm. F. Buckley, Jr.