You're missing
quite a few steps. I just ran through this process to ensure I didn't miss anything:
1) Visit the site.
2) Click the container button or use the shortcut.
3) Click 'Manage Containers'
4) Click 'New Container'
5) Name the container, click 'Ok'
6) Open the multi-account containers panel again.
7) Click 'Always Open This Site in...'
8) Select your new container.
But wait, you're still not done!
9) Open the site again in a new tab.
10) Check the 'Remember my decision for this site' box. (Didn't I already tell it to ALWAYS open the site in that container, in step 7?)
11) Click 'Open in [your container] Container'
That's how you create a new container to always open a site in with the Multi-Account Containers extension.