I don't have a Bernina ... though I'll give you some hints I picked up thru my frustrations when I got my first Janome with one! Once I "learned" these things, I came to love love love my auto threader and now have a 2nd machine with it ... and can't imagine sewing without one now!
First of all ... your needle needs to be in the default position. I always move my needle to sew with my 1/4" foot. So if I try to use the auto threader when the needle has been moved, it means the eye of the needle is not in alignment with the little hook that goes into it to pull the thread thru.
Secondly ... if you do that too many times, then the little hook (so small you have a hard time seeing it!) can get bent ... and won't line up, even if you have the needle in its default position. You'll need to take it back to a trained repair person to fix it.
Third ... When I first got mine and couldn't get it to work ... I checked out youtube, and discovered I was missing a step!! OOPS!! (thankfully I did that before I went back and embarrassed myself at the dealer!!)
Fourth ... The auto threader may or may not work if you are sewing with heavier threads. Remember to change to a needle with a larger hole for the thread to go thru, and the auto-threader may be more likely to work for you.
And as mentioned ... remember, these are things I have learned with my Janome auto-threader ... hope it helps you with your Bernina!