The only thing I can think of is are the 2 wiper blades you bought at Costco the same design? There are multiple mounting designs available due to differences with manufacturers. Here's the link of the 20" Michelin wiper blade I get from Amazon:
Kinda interesting - when I went to the Michelin Automotive website & searched for Crossfire Wiper Blades, their website doesn't list any! And I know the above blade will work on the Crossfire!