I dunno Tom,
It has been my experience that all things hydraulic will leak, especially couplers, not sure why, just seems to be the case.
However, in your case, with the brand new ones I would think that they wouldn't. I do think that it really depends on the quality of the coupler. Hydraulic couplers from "the farm store", or TSC and other such places are not always as good of quality as perhaps ones from a real tractor dealer. They are very much like air hose quick couplers, I almost never buy "cheap ones" because often times they leak from day one.
Much like red56turbo, I am curious as to specifically where they are leaking from. If it is the coupler itself leaking and not the threaded joint where they screw on, I would be tempted to return them and ask for a refund. Then go someplace else and hope for a better fitting.
Just a side note: If we do not complain when we are unhappy with a purchase, the distributor will never know that we demand better, and the quality of the goods we buy will continue to go downhill.