1. Collapsed (Soft) brake line.
Discount auto parts companies can't be trusted for soft lines.
I've had more than my share of soft lines where the internal liner would leak and swell up, but show little or no signs on the outside.
To test for this, get the offending brake to 'Stick', then pop the bleeder open and see if that wheel is holding pressure.
2. Caliper in a bind.
Once applied, it's binding and is difficult to get it to disengauge.
This would be an alignment problem with bracket or caliper, bolts, ect.
Lots of people don't grease the rails, pins and bolts the caliper rides on when they do a brake job, and binding is very possible.
3. Piston not retracting after application.
This would be the piston in the caliper. Metal shavings or rust from old lines can get inbetween the piston and it's bore.
When changing calipers, you MUST flush the lines before you hook up the lines.
4. The piston or bore can also be some stupid shape.
You never know what some remanufacturer is going to try and do to save 3¢.
Always a good idea to test the pistons with compressed air before you install them.
5. Wrong master cylinder OR BACK PRESSURE VALVES for the application.
Guys changing from drum brakes to disc brakes often forget to replace the back pressure valves that keep the shoes/pads from totally retracting every time you let up on the pedal.
Usually build into the bottom of the master cylinder, but not always...