I only really have that issue when I'm using the wrong size, like mixing metric and SAE. 1/2" and 13mm are big offenders on that one. I don't use my impact on stuff that small typically, but I ran into it at work where assembly techs were complaining about their sockets sticking on the bolt heads and it turned out to be mismatched 13mm vs 1/2". It'll go both ways too ..the 1/2" is enough too small for the 13 that it will deform more, and the 13mm is enough too big that it'll stick in the 1/2. The specific application was driving thread cutting screws into unthreaded pilot holes in 4mm steel, so there was a lot of repeated impacting on each fastener, I can see that having to do with it too if your gun isnt strong enough to bust it after a couple of hits and has to keep beating on it.
My impact sockets are a 20+ year old Craftsman and a new Klutch set I picked up at Northern Tool.