There are 2 types of filling adaptor, one which doesn't depress the air cylinder valve (the difference in air pressure opens the valve when filling and closes the valve when no air flow is happening), this type can be bled, the other keeps the cylinder valve open until you uncrew it from the adaptor.
If your cylinder is venting all the air when removing it from the filling adaptor then either you aren't unscrewing quick enough or more likely the valve in the cylinder is sticking open or leaking. If you can get any air pressure at all in the cylinder when unscrewed try putting a drop of silicone oil on the valve to see if it bubbles. If so then your cylinder valve will need a service. It should still be under warranty so speak to the gunshop you bought it from.