I haven't had that problem, but I could see where that could happen if it weren't formed properly so that the blade was rubbing, or if the eyelets were set too close to the blade edge. I've seen a couple sheaths where the eyelets were set very close. Those ones always made me wonder a bit, but I still haven't had an issue. Do you get rub marks on the blade?
I have kydex from azwelke, buy brown, and mashed cat for my swamprats (probably forgetting a few others) and all those guys are very good kydex benders that form the kydex to give retention around the handle rather than the blade. I believe they actually use a layer or so of tape to build the thickness up prior to forming in order to prevent that rub.