Thanks azer.
I have been in contact with Lemo about this.
Normally its exactly as you describe it.
In this case however,
the tip is not pushed in as expected, but firmly fastened in the housing, and soldered.
On top of the tip is a non conducting protective cover, and you guessed it, it does not come off.
I have ordered new connectors.
I will also add shrink tubing to the cable to increase its diameter,
hoping for better friction next time, between the cable and the cable clamp.