Safety. The allen key skewer is more secure, and kids can't accidentally open it. The hub is still technically a QR style, so it's very easy to swap if you prefer a quick release lever.
There are a few things that could cause this and it's a little difficult to troubleshoot in the comments section here. Please contact us at support@prevelo.com or (805) 557-8300 and we'll make sure to get it sorted out. If you email us, if you include a video of the wheel it will help us diagnose the issue.
Sorry about the issue with your brakes. Please reach out to our support team by calling (805) 557-8300 or email support@prevelo.com. They'll be happy to get you sorted!