I honestly don't have this issue w/ my TR Wheelie, but having said that you're not the only one I've seen report on this issue. Although the difference w/ Wheelie is that it's a smaller & cheaper Legends Class figure that's also trying to accommodate having a pilot's compartment which compacts in robot mode. That's pretty darn impressive. Twinferno's tail on the other hand just has to transform from being the feet in robot mode to the tail in beast mode. The thing that makes Twinferno's case more disappointing is that it's more of a "You had one job" things, whereas Wheelie's multitasking.

My Twinferno's tail does clip together, but it's a hassle. The beast mode would always look daft even if the tail worked perfectly because it's based on the G1 toy which is already a really daft looking figure in the first place. But kudos to Hasbro for giving it a go. Not too long ago characters like Doublecross would be figures that we'd only expect third party companies to do as they'd be considered too unpopular for the mainstream line. I hope that this means that Hasbro will venture into covering more less popular G1 characters - my dream is to have as much of G1 as possible redone as modern toys. Hopefully they'll improve when it comes to doing Repugnus and Grotusque.