Like Ron said..you want to purchase a whole new SS flexible connector with nut.
The connector you are talking about does not have a nut that disconnects...it looks like the one in the fluidmaster box only because they both share the same threads. The nut is supplied with the fill valve in case you have an older style closet riser tube...which you don't.
You want a 3/8" compression x 7/8" compression x 12" long flexible closet supply (available at all home supply stores)....just bring your old one with you...
I'll have to buy a new metal braid connector. It's a shame, though, this one is virtually new (I installed it a couple of years ago to replace a fixed metal one) and it wasn't leaking until I unplugged it to put in the new valve!