MyThe pet store brand prong collars I have actually "pinch" tighter, it's harder to get them on/off so they don't pop apart.
Brittle metal with no spring in it doesn't stop the collars coming apart, the big wire loops at the side are the weak point and where these cheap collars pop open on a very regular basis. The brittle metal causes them to just snap too, your 'pet store' brand collars are not worth a recommendation, that's what the OP has and that's what he's having a problem with.
Do you check and maintain your HS collars?
If the links seem a little loose, just unclip it, put your thumbs between the prongs and pull them apart a little more, that's all there is to it.
It amazes me how few people properly maintain their equipment and can't understand why it's going wrong. I've never had a collar come apart, ever. I've had loose links, and sorted them out, problem solved before there was ever a problem.