First, ensure the filter is genuine and not defective. Even genuine parts can sometimes have faults. If the filter is fine, the problem could be with the refrigerator's filter housing. It's possible that the seals or connections in the housing are worn or damaged, which can cause leaks when a new filter is installed.
I recommend checking the housing for any visible damage. If everything looks intact, you might want to contact GE customer support for further assistance, as they can provide more specific guidance for their models.