Though long distance sight unseen diagnoses are not worth much, I have a slightly different take:
Pistols like this are not designed to have the slide close on a hand-chambered round; that is to say, by having the extractor snap over the rim of an already chambered round. Rather, they are designed to have the rim slide up under the extractor as the slide goes into battery. Since your problem occurs on the first round, I have a suspicion that your extractor may be out of design dimension compounded by a weak slide travel into battery when you manually drop the slide (but overcome when the pistol cycles on its own from firing). Just a guess.
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