scar tissue does build up, as does muscle. muscle hurts more to go through as well. Plus, if you're stressing about it, the muscle tenses up and is harder to puncture. (think chinese finger trap)
That being said, I also agree with other people about the whole different brands are sharper than others. Just be careful and maybe talk to your doctor about it too, seeing if they can maybe switch it up for you. They may even offer you a few sample sharps.