What are the common causes for sticky harness needles?
Oils in the leather can turn rancid with time, thus becoming a plastic, sticky goo that will transfer to the needle as you stitch. With new leather this is not going to be the problem .. but, just saying.

Try treating the needle and first few centimetres of the thread with teflon spray, WD-40, or neatsfoot oil .. whichever you prefer. You can also rub a bit of Ivory Soap onto the first 10 cm of the thread near the needle to have a slipperier wax on the thread.