Well, I got a very interesting response from Cinestill:
"For the BWXX in auto advance/rewind cameras, there are two main issues. The first, and usually the most common, is early rewind due to the film's rigidity, since it is sturdier motion picture film. This rigidity causes the (usually) finely tuned take-up spool within the camera to feel extra tension that fools it into thinking it's reached the end of the roll, causing an early rewind. This same rigidity can cause the second, and usually uncommon, issue; the camera having difficulty grabbing onto the film when loading, which seems to be what you experienced here.
Because of the film's unique quality, as well as the variables that differ camera-to-camera, there is no one remedy to this other than a few troubleshooting steps. For a common remedy, I would suggest making the film tongue more "grabbable" by slightly bending, but not creasing, the end to assist winding in the direction of the spool. Bringing the film tongue up to the red line on the Hexar take-up (a hair before the red "film tip" line is OK, but don't go past it), and then turn the take-up spool by hand until the sprocket catcher grabs a sprocket, then close the back. If the camera rejects it, simply keep trying until it takes. The Hexar has a tiny little nubbin of a sprocket catcher, which can be a little annoying to deal with sometimes. There's a chance your's may be a little worn out, and not as grabby, but that's unlikely
It's not a very technically advanced solution, I know, but that's kind of the nature of some of these odd issues. As I'm sure you know, sometimes cameras just have their own quirks. To give you an idea, I've assisted a handful of customers who've experienced this, usually with automatic point and shoots, while at the same time I've never run into this problem myself, even while shooting a Hexar/BWXX combo."
So, my nobbin is not grabby, and could be worn out. Well, I never!
