There are a couple of reasons that this can happen and there is a simple solution!
Check to make sure you are putting the the disconnects on the proper “posts” on the keg. The post marked “in” is for the regulator assembly (grey=gas) and the post marked “out” is for the faucet assembly (black=booze and booze comes out)
Make sure you are pulling up on the collar of the disconnect when attaching to the keg!
There is a black o-ring on both of the keg posts. Sometimes these will dry out over time and need some lubrication. Simply apply a small amount of food safe lubricant with your finger around the o-ring and this should solve your problem.
Make sure the post o-ring isn’t damaged. If it is, simply replace it.