Does that happen with every brand of blade that you've tried?Yeah, it's the #2 that doesn't work, as the blade just will not go on with out pressing. As for pulling it out, I definitely bend it (as you say), but I don't really see any other way of getting it out (I've tried many many times at this point). Maybe I just lack the finesse, and it wouldn't be the first time in my life where that's the case haha
That being said, it's way better than being too loose and having the blade move around. So the shave is great.
I'm wondering because I've noticed that some blades bind quite badly on my FOCS while others just slip on and off. The ones that bind either have narrow cutouts, small diamonds, or both. Personally, I find that Gillette Perma-Sharp Super blades work well on my FOCS because they have wide cutouts and large diamonds.
By the way, I also found that performing the blade-loading routine (mentioned by Cal above) in reverse helps to get stubborn blades out. So, after finishing your shave, unscrew the head and lay it back on your towel, pins up. Then, with your fingers lightly holding the tabs, lift up the blade. Don't squeeze the tabs or force it, otherwise the blade will flex and bind on the pins. If it starts to grab and the cap lifts up, then a slight jiggle or even tapping it down on the towel should let the cap drop away. This also works well with stubborn baseplates.