The Dark Alliance minis have quite a bendy quality to them, i.e. they've got an amount of plasticizer to soften up the plastic, which often has a strange reaction with spray paint. It's something many of us have had to contend with.
The same happened to me when painting a toy dinosaur for a project some years ago (and it's still sort of tacky today).
I abandoned that project, but I understood thatbrushed on paint mixed with PVA glue or Modpodge could eliminate the issue.
Weird thing is, I did another dino I bought together with it, and is was perfectly fine! Also, I painted some Dark Future minis this year, and they were fine too. Luck of the draw I suppose...