My mechanic showed me a car, that the cap was on tight, but the connection of the metal neck for the cap, would twist on the water bottle a bit.
So it wasn't making a proper seal. Replacement of the bottle worked.
If you tighten the cap, and feel any movement of the cap after it is secure and tight to the water bottle, check the water bottle filler neck to see if its loose. if it is, replace that bottle.
'92 300CE - Sold
2004 C240 - C7 Wheels
2015 ML350 - P1, Pano, Ash poplar wood, Sport Dinamica interior, Running Boards Keyless go.