I set up a couple of test campaigns that were just direct linked to see the exact difference between ad clicks and clicks who actually end up on the page, and it was HUGE. You never had this issue? I think it might just be that people expect something to happen within the app, so when the browser randomly launches they just close it.
I've had this same problem, at least a 40% discrepancy and I've seen up to 60% on some networks. Make sure there aren't many redirects setup as it can cause the browser to crash (even happened when I tested a link on my iphone 3).
But yeah I'm guessing most people don't mean to click the ad and instantly click the android back button or iphone home button instantly.