I've tried several of the 18 I bought and they are just as reliable and solid as my first one. I just went and took 3 random ones, turned them on all 28 lights, shook them vigorously, bonked them repeatedly against the post and they didn't flicker or do anything funky at all. They just work like a champ.
If I had to guess, either the one/ones you bought are either A: defective and should be exchanged, B: you have some cheap batteries that aren't quite long enough or C: the chains are bumping the power switch. Probably C:
For cjman, I think it's the short battery thing on yours. I've seen a lot of electronics that get fussy like that if the batteries don't stay in firm connection to the contacts - especially on the batteries that have the weird skinny bump on the tip of the positive end.
Anyhow, none of mine seems to have any issues.