I also very recently received a Ducky Shine 5 (brown switches on mine) and comparing this keyboard to my QFR, WASD v1 and WASD v2 (all with brown switches), I really think that Ducky does some kind of lube on the cherry switches. (The new shine switches came "out of the box" feeling smoother than any cherry brown switch I've ever had.)
If this is the case, it might explain why some of your blue switches aren't clicking. I've read (on geekhack, of course) of blue and green switches losing their "clickiness" when lubed...