This actually may be a bug in the physics system. I downloaded your capx and did some tests. I was able to get the joint to work on single click if I applied an impulse to the box between creating the Sprite2 object and creating the joint. I gave the impulse a power of 1 in the direction of the Sprite2 so it didn't really cause the box to move but it still did the trick. It appears the problem is caused by the box sleeping. If you quickly grab a box on start up using your current settings, it will grab it with a single click. So, when you create the initial joint on a sleeping object, it wakes it up for a couple ticks but the joint doesn't connect properly. If you then click again before the box sleeps, the joint is created. Using the impulse wakes the box up so the joint can be created.
You may want to do some more testing given the above information and submit a bug ticket. Whether you do decide to submit it or not, the impulse should get you what you need. Good luck with your project.
Last edited by FragFather
on Sat Mar 14, 2015 4:42 pm, edited 1 time in total.