My back brakes don't lock the wheel (skid): feature or a bug?
Disc brakes should be capable of locking the rear wheel.

If this is a new bike I would suggest it's a set up/ breaking in issue rather than a fault.

I'm not sure of the brakes you are running, but guessing they're cable discs due to having axillary levers. I'd ensure :


the brake pads are bedded in
the disc brake rotor alignment is good
the pad contact point is correct (refer to your brakes manual)


Check out this question, Disc brake break-in?

If that didn't help I'd check that the auxiliary levers aren't impeding the full cable pull.