That is the only thing I can think of also.
The one other factor that could have caused it is the waxy/greasy substance that smells like almonds that is on the pieces when they arrive from Shapeways. I scrubbed my cone and other pieces with lukewarm soapy water and dried them thoroughly before priming with an acrylic primer. I have had no problems with the paint that I used (Halfords grey plastic primer).