Quick release prevents wheel spinning freely
As you correctly observed, quick release tension affects hub preload.
To fix this, adjust the bearings of the hubs so that they are correctly adjusted with the desired quick release skewer tension. You need cone wrenches for this adjustment.
From the bible:

Although small, axle compression on QR hubs is large enough to alter bearing clearance and should be considered when adjusting bearings. Bearings should be adjusted just loose enough so that closing the QR leaves the bearing with a slight preload. Excessive preload from QR closure is the cause of most wheel-bearing failures not caused by water intrusion. Clearance, in contrast, can be felt as disconcerting rattle when encountering road roughness.

If the wheels are new and are supposed to be working fine, you could consider sending them back and demanding a correctly adjusted hub.