Could be a number of reasons for the problem. It feels secure when you take your wrist strap off because the glove is probably keeping your wrist straight or slightly cupped, making your thumb exit early/quickly and you are squeezing to hold on to this.
My wife has the same problem. She can't get the ball off her thumb at all, puts her Pro Release on and whamo! Ball flys off. She loves that glove and has sold many for me.
Your problem could be a number of things, span, pitch, hole size, hole shape, and infinite combinations of these. Gotta get your hand/grip checked by a good driller. You have to remember your grip is a handle to hold on to the ball. If your grip holds on to you a little that is better, then you can relax your arm and not have as much muscle in your swing. The ball will feel lighter, your ball speed, accuracy, revs will all increase.
I may be able to help you locate one in your area.
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Mike Austin's Precision Pro Shop
Houston, TX
Drilling and Tech Advice BirdDogbowling.com
Driller to many "Stars" and Tony Melendez too!