difficult to say without seeing it closer.
I'd guess the thread is not stripped otherwise the adjuster would drop straight in but may be damaged in some way.
you should be able to remove the adjuster and examine the thread on it and inside the shifter.
you then have a number of options:
1. buy new shifter - easiest but most expensive
2. figure out which of the 2 parts is damaged and try to recut the thread - to do it properpy would need a tap or die of the right side -offhand I don't know what the sze/pitch is. otherwise you would find a bolt of same size, cut a slot in it and screw it in thus cutting a thread - failing that do that to the adjuster. It may be the thread on the adjuster and is damaged so you could clean that up with a small file.
3. go for broke and screw the adjuster all the way in in very likley stripping the shifter thread. I had this set up on my mountain bike for years and it cause me no problem as there is adjustment at the shifter end - on a road bike there should be adjustment on the down tube. this may or may not be enough; to be able to use the shifter, you would need to adjust the cable length using the screw that holds it dwon on the shifter - can be done but fiddly - you should not have to adjsut again for a long long time.
