Threaded copper fittings have this issue. It's partly the nature of the threaded copper, and partly the fact that you sweated the fitting after screwing it tight. That heat relaxes the teflon and loosens the joint, leading to a leak.
First, you should sweat a stub of pipe onto the threaded fitting BEFORE screwing the fitting to the water heater. This will allow you to screw the fitting on cold, and not heat the threaded part with a torch afterwards.
Second, threaded copper fittings require a surprising amount of torque. Their threads need to be seated quite tightly to seal.
Third, because of the poor fitting threads on a threaded copper fitting, I like to do a belt and suspenders approach when it comes to tape. I'll apply a VERY light coating of dope to the root of the male threads. Then I'll wrap the male end in pink (extra thick teflon tape; do not use white tape here, but blue or the new thick grey stuff is fine too). Finally, another light coating of pipe dope (Rectorseal 5 is my dope of choice). Then screw it all together VERY tight and don't heat it after assembly.