That is how the ML-II "locks" the action.
The bolt does not have opposing "wings" like a regular centerfire 110.
Also, do as Hotshot 828 suggests, remove break plug, clean up, reinstall.
Previous owner may have not kept it as clean as could be, especially if black powder was used, thus possibly caking the threads and making the breech plug harder to install.
One other thing to check, is the lower trigger guard screw, that the bolt rides on, this screw may be installed too tight.
There is a fine line to this screw as far as smoooooth bolt operation.
Good luck.