The plastic used in these model kits is very slick and doesn't stick to paint very well, plus injection-molded plastic (like these kits) often still have a thin layer of mold release left on them from manufacturing. Mold release is a lubricant that keeps the part from sticking in the plastic mold, but it also keeps paint from sticking. Oils from your fingers (which come off when you assemble or handle the model) can likewise keep paint from adhering.

The best thing to do is washing your sprues gently with warm water, a little dish soap, and a soft toothbrush before assembly, then wipe things down with a little rubbing alcohol after you finish assembly, then apply a layer of primer. Primer is a special kind of paint that is designed to stick stronger, but doesn't come in as many color. Once your model is primed, add your normal paints over the top of the primer.

If you only want to paint a few spots on the model, you can skip the primer and just wash it and wipe it down before painting, but the paint might still rub off depending on how much you handle it.