Have you cycled the loader controls with the engine off to potentially remove any stored pressure?
It is also not unusual to have hydraulic hoses out in the sun to build pressure, which means that when you attempt to hook up the loader, the loader side of the hoses have pressure, and it will have to be relieved before they will connect.
Same will occur with temp changes, remove your loader on a cold day and try to reconnect it on a hot day and it is about impossible until the pressure from the temp increase is bled off.
There are several ways to do this, with various hazards associated with the various ways, a quick search will let you know the ways.
David