The right needles, needles inserted correctly (facing correct direction and inserted firmly all the way up), proper settings as Bev noted (tension as well as other ssettings), and threading in the correct sequence are all critical in getting the stitch right. A large part of the time when a customer would bring their serger in with a problem it was operator error involving one of these things. Even thread can make a difference - can't say how many times all I did was pull off their bad thread, rethread with maxilock, perfect.
All that said ... many years ago I developed an appreciation for the power of fabric grain. Sometimes something simply cannot be sewn in one direction as it can in the other, or will look different (was trying decorative stitches on a twill weave when I learned this the hard way). So as you noted you're sewing on the cross grain. If you try it, without changing anything as we've noted, but along grain, or on another fabric, does it work properly? If so it could be the fabric/grain contributing to the challenge vs. the machine.