Without meaning to be demeaning (pun intended), you have a cheaply-made pistol that has either dimensional or machine-finishing problems (or both).
Your pistol's chambers may be rough inside, and therefore "hang onto" the fired cartridges.
Or the chambers may be wrongly cut and badly sized, allowing the fired shells to over-expand and stick.
Or the cylinder itself may have too much fore-and-aft play, also allowing the spent shells to over-expand.
Or it could be something else.
I hope that you didn't pay a lot for it.