Bought my P250 a while ago. Every time I use reloaded ammo and when a round exploads in the gun, my damn extractor flies off

.... Im so bummed by this gun because it happened to me twice already in a month. My friends who use the same reloaded ammo on their S&W MP .40, Glock 17, 27, 19, Taurus 24-7, CZ Sp01 etc, don't seem to have my problem, one of my friend who owns a mono chrome P250 doesn't have the same problem as I do.. My question is was it just bad luck in my part that I seem to have purchased a P250 factory defect? I'm really pissed cause at first the gun was fine with the first 300 rds with FMJ's, but when I used reloads the gun sucks bigtime. Ive been pouring over the internet and their have been major problems with the units.
Reverted to my 2004 Steyr M9... man all I ever wanted was to own a Sig Sauer eversince....
Insights appreciated....