Oh, you were caught by the old "tapered core" feature.  Yeah, that's something they forget to mention when selling that particular innovation; you need to modify your bridge. 

The idea kind of makes sense - like a piano string, just the core passes over the bridge.  In fact my fretless is set up with an old set of Rotosound "Superwound" strings - which I don't think they make anymore - and all the saddles on that bridge just have small V shaped slots.

Thanks for the update.

Jimmy J