is this common with wireless mice?
I'd say so.
Wired mice have constant connection to PC, and if clicks doesn't register, there's mouse issue, or software issue (more rare).
Wireless mice, in the other hand, use bluetooth or wi-fi, which by it's nature is sporadic in connection. Hence why inputs doesn't register at all times.
Now, if bluetooth/wi-fi would be as good as wired connection, while also offering mobility (which wireless devices do), then there would be little need for wired connection. But since it isn't as good, and also has flaws, it is actually worse than wired connection. More so since wireless peripherals are battery powered. And when battery gets low/empty, you need to recharge them. Depending on a device, you may not be able to use the device during charging.
All-in-all, wireless peripherals are only good if you can't stand the cable between peripheral and PC, while are willing to put up with all the flaws of wireless devices (unreliable connection, battery charging, to name the few).