Hmm, I've never had a skewer gung up to the extent that I can't open or close it, either internal or external cam, and I've never had one come loose either.
Maybe I've just been lucky. My definition of closing it hard enough, is that the lever should leave a brief imprint on your palm when you close it. I also tend to lightly grease all the moving parts of a skewer when I assemble a bike, but that shouldn't make a dramatic difference.
External cam skewers do tend to have more plastic in them, possibly reflecting them being more common at the cheaper end of the market. Plastic in this sort of scenario probably doesn't work as well.