If you're buying sheets from your local cake shop, chances are that they're repacking them, which is to say, taking them out of their air-tight, specially-manufactured envelope and repacking them in the equivalent of Ziploc baggies (which are great, but in NO way air-tight). So what you're buying is an air-aged and brittle product that was soft and pliable when your store originally bought it, but has been exposed to air
I would recommend trying to purchase directly from the manufacturer, or at the very least keeping track with your cake shop when the next order is slated to come in; that way, you can ask if they have any extra envelopes to spare (after the repack effort), as well as ensuring that you're getting the freshest product.
Also, it's true that there are more than one formulae on the market for edible/icing/frosting sheets, and there are some products that definitely meld better than others
...climate can also play a role in performance.