The problem of easy wire but unable to thread the catheter is due to the inability of the relatively blunt catheter to penetrate the arterial wall. The above suggestion of advancing the entire apparatus (after the wire is in , and dropping the angle) 2-3mm helps bring the catheter into the artery by leveraging the additional rigidity of the needle inside the catheter. Think of it like an IV except with the added help of a wire.
When the catheter is bouncing or crinkling as you try to tread it off, it is actually meeting the resistance of the calcified wall, not the subcut tissue. Dilating the skin/soft tissue with 18g is pointless. Ever see on US the needle tip inside the vessel on short axis and no flash? That's how resilient the arterial wall can be. That's a sharp metal tip. Now imaging a softer, blunt, plastic catheter. The wire gets kinked by most people because the catheter deforms the artery from above (outside).
Dropping the angle as close to zero as possible before advancing the whole thing helps to avoid the back wall. I literally go from holding the kit like a pencil, to dropping the kit (laying it down), to holding it like a paint brush before advancing it. Never back walled.
US is nice, but most residents are not using it right. A flash with palpation, you are the boss. With US, you need to see the tip hit the fat part of the vessel (SAX) or even better in LAX. That will increase the success of the wire. Transfixing the artery should be the last result when you can't thread the wire but still has good flow. Sometime it's the only option, see calcified artery, or pedi. Residents, remember it's transfixing the radial artery (<5mm), not the radius.