After you tighten your 1-2-3-4 bolts or in whatever sequence, you repeat.
You should repeat the tightening sequence until no bolt moves on.
After you've tightened all four bolts the first round, the pressure on the first bolt you tightened is gonna ease up since the rest of the three bolts are gonna help each other to distribute the pressure on the clamp between each bolt. You should be able to tighten them bolt-by-bolt until none of the bolts really don't move on anymore and it keeps tight all the way, evenly.
DISCLAIMER: when you need to open next time, make sure you take the bolts out the same way – just spinning the bolts just a quarter of a spin per bolt at a time. Quarter of a spin counter-clockwise, switch key to another bolt, repeat, until all bolts come evenly loose. Because you can imagine, those 4 bolts if you tighten them the way I described you, they are gonna be in like some mighty-tighty motherfuckers. Otherwise if you take out entirely your first bolt, second bolt and your third bolt, then your fourth bolt is gonna be in the clamp with the pressure of four bolts and as soon as you turn it (sometime you don't even have to do anything really), it explodes to pieces and then you're gonna have major fun getting a broken bolt out of the clamp, haha.
This explains why the compression bolt doesn't move, but the headset/bars become loose after some riding.
You should be able to tighten your clamp properly. And when you do that, remember to untighten it safely as well when in need.