I added your library and made a trial schematic with the same result you got. I did notice the attachment point of your pins was odd, so I went back to the symbol and noticed they were attached backwards. The little open circle (attachment point) should be away from the outline, not on the outline.
I then went back and did another trial schematic intentionally making my airwires attach to the base of the pins, and everything worked as expected.
So, the problem seems to be that the pins were attached to the symbol backwards. You can unassemble the device, edit the symbol, etc. to fix it, or just try to use it as is, but make your attachments to the base of the pin, not the end as usual.
BTW, ERC did not like the attachment and gave lots of overlap warnings. So, I would recommend the first option of trying to fix the symbol rather than doing a work around. Also, when you save something be sure it is done with "show all" selected before saving.
John