Why is electrical tape not very sticky?
Adhesives aren't universal.  The surface energy of the wire insulation will make a big difference to (a) the quality of the bond for a given adhesive, and (b) the nature of the best adhesive to use.  As Spehro Pefhany mentions, polyethylene and PTFE are particular difficult for many adhesives to adhere to.

If your wires are PTFE and you have to use that particular tape (one with a silicone or acrylic adhesive might be better) and you can't just use heatshrink, you might get better results by scuffing the insulation surface with sandpaper and/or wiping it with acetone before taping it up.  You could also try heating it with a hot air gun before or after wrapping with tape; this may help the rubber-resin adhesive on the Temflex to thermoset.