Call to Arms figures are made of polythene, similar to many other 1/72 scale figures. Unfortunately, it's almost impossible to get any paint or primer to stick to this type of plastic. Modellers and wargamers have spent decades trying to find a solution to this problem, but the manufacturers rarely use other plastics, I guess because polythene is easy and cheap to mould. The best solution I have come across is to paint the figures, being careful not to flake any paint off while you do it, and then when the paint is dry, to apply a fairly thick layer of clear-drying PVA glue. The glue is flexible once dry, so will bend with the plastic while stopping any paint flakes coming completely off.
Tricky Stick is designed to work at a chemical level with cyano-acrylate glue to get it to bond to difficult surfaces, it isn't an actual primer. If you don't want to use PVA as a top-coat for the paint, another option would be to mix acrylic paint and PVA, thin it and paint with that.