That's because they're polythene. Put them in the freezer fort a hour or so, as this will help make it easier to trim-off any 'flash'. Wash them in detergent, then rinse. Give a thin primer, then paint as usual, having cut-off the bases, to fix in place by their feet. If handled a lot, the paint will flake off, but then once painted, and stuck in place, they won't be touched. I used to model in 1/72nd scale, and still have some painted figures, un-chipped, from over 30 years ago.
Hope this helps !