Andy, yep its just metal on metal with NO seal and just pushes in. It is totally unlike the Evolution or Infinity which do have seals and are screwed on. However I tried thread tape and it did help but I could see paint on the tape, at the cup to body join, after spraying. So it stopped the cup pinging off and it helped the paint cup leak but didn't stop it. Maybe if the acrylic paint dries it will act as a sealer with the tape but I'd worry bits would go in the paint after time.
Still it certainly is an improvement and it's better than glue, cheers.
AndreZa, I've looked at the loctite and it looks good.
I actually have some "Non hardening sealing compound for metal thread joints" is that the same sort of thing?
I use it on thread joints on my compressor and air hoses, I prefer it to tape. I thought about using it but the paint cup and the hole it goes in, are super smooth metal so I didn't think it would work, as there is nothing for stuff to grip onto. Would it work?
Does the Blue removable Loctite harden after 24 hours?
Thanks for your suggestion guys, it's really helpful.