Whether they're Mill-Max hot swap sockets, Kailh hot swap sockets, or sockets by Outemu or Gateron, one thing applies to all of them: it's better to use new switches with hot swap sockets rather than desoldered ones. When desoldering a switch, there's always a bit of solder residue left behind, making the switch legs wider. This puts more pressure on the hot swap socket contacts, leaving them a little wider when you remove the switch. This can cause future switches to make less reliable contact, making for switches that don't seem to work.
If you have used desoldered switches in the past and are finding your contacts unreliable, you can purchase new hot swap sockets, desolder the old ones and install new ones.
I've seen people solder switches directly to the hot swap sockets, too, but I wouldn't recommended that: it'll be a mess, and it's hard to form a reliable joint on the spring contacts.