I think you hit the cause right there.  I'm not sure there is any putty out there that will withstand pressure, in the end.  Even 2-part epoxy putty.  It's just a question of how much pressure you apply till the seam the putty fills pops open again.

I've never used that Vallejo putty, only Squadron's old formula White, Tamiya's putty, and Perfect Plastic Putty.  They all did the job of filling a seam, but I never went back and put pressure on the joint, either.

Using sprue and liquid styrene cement might give you a slightly stronger join, but even a seam filled with styrene will probably break, eventually, under applied pressure.  It's always going to be a weak point.

If that product works for you otherwise, I'd continue using it.  Just don't apply pressure.