A few possibilities:
1. The pads aren't burnished in yet. Mine took many stops before they grabbed better.
2. If yours does have self adjusting, they adjust in small steps - so again it may take several 100 miles (ie several dozen stops) before they are fully functional.
3. Some vehicles with factory controllers try to be "smart" - they moderate the braking force according to speed to prevent lockups. So even done manually at "10", especially at lower speeds, the trailer will never lock up.
And can be a combination of the above, so the service guy repeatedly insists "everything is set correctly". Been there...
Or, of course, there could be something wrong - greased brakes, bad wire to one or more brakes, etc. Had all those at one time or another, too.