One possible cause is not allowing the door to settle into its new environmental conditions. The door was sent from another area (state) and has been exposed to different temperatures and humidity. It take a few days for the wood to either dry out and shrink or absorb moisture and expand. Normally wood doors are stored in a house and allowed to settle for 7 days before staining or painting.
If you don't think this is the case try using another type of primer. Oil base primers do a better job when used on wood plus they are easily sanded for a smoother finish. Double priming could also help.