I recently purchased new locking skewers (Kyrptonite WheelNutz) and they're slipping out of rear wheel dropout with little force. I've noticed they have zero bite on the nut compared to other skewers.
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In my experience this is a problem with all such products. I use Pitlocks on my bikes and while they have slightly more corrugated interiors, they still slip. I have once sent a bike to be serviced and the shop extracted the Pit-locked rear wheel without damaging the bike or Pitlock. They said it was easier than making me post them the key.
Since my bikes are steel, it was easy enough for me to put a few spots of weld on the rear dropouts to stop that happening again. In your case it looks like an aluminium frame and aluminium locking surface, so putting "teeth" on either isn't going to help - the metal is too soft. Having a bigger barrier similar to the "lawyer lips" on a front dropout makes the locking skewer work.
So I don't think the problem is with the lack of teeth on the skewer directly, it's with the whole concept.