Mine does it too, i use di-ionized water, some drops of pt nuke stuff, clear Masterkleer 7/16" Tubing, and ptfe tape around all the threads on the barbs.
Even though its not the best to look at, it has'nt effected the cooling at all, so im not to bothered about it, i kinda feel mine is due to the ptfe tape, or could be coming from the tubes itself not to sure. As both my tubing and res is clouding abit.
I used PTFE tape for extra piece of mind really, i know its not needed.
Also if you put a lot of thread tape on, you can stop the thread from tightening all the way to the flat surface making the o ring useless.