As others have said, Superglue is designed to work with moisture, and your fingers have moisture on and in the skin while metal does not.
Fun trivia, Superglue was actually used as a medical adhesive during the vietnam war to seal up gunshot wounds. This is specifically because of how good it is at sticking skin together.
On top of that, your skin is full of tiny pores and has a huge amount of surface-area for the glue to get into and stick to. Metal tends to be smooth, so has a lot less surface to glue, which produces a more brittle connection.
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