You have met one more thing where Illustrator works differently than CAD software.
The problem: 3D extrusion moves the extrusion result so that the bounding box center of the shown result is the same as the bounding box center of the original shape. See an example:

The 3D effect dialog allows no adjustment for this, some deeper knowledge is needed.
A workaround: If you expand the appearances of the extrusion results, you can realign them with the direct selection tool (=the white arrow)

After applying Object > Expand appearance to both shapes and deselecting all, the cyan shape was selected and the direct selection tool was taken to use. By dragging one of the anchors the whole shape moves. Only be sure that you have not clicked anywhere in the meantime.
If you have smart guides and snap to points ON, you can perfectly drag a corner to its right place and the rest of the shape follows. You must of course have corners which should match or separate marks.
In the next image the bigger cyan part has no common corners with the big green part. Small squares in the right are inserted (=grouped with the bigger shape of the same color) for alignment. They can be removed later.

NOTE: Use only parallel projections, adding perspective makes pieces which will not fit. That's because every piece will have its own camera placement and direction.