You're not doing anything wrong. Your leader is fine. You just have to learn a couple of techniques. I have one 9' 5wt rod that will do it easier than my other rods.

One trick is to learn how much line to leave out the end of your rod when reeling in. I usually attempt to grab my leader where it joins the flyline and then put a little pressure on the leader while reeling in and before hooking my fly to the fly keeper. I rarely reel the flyline all the way in when landing fish. Maybe it's something I learned to prevent the same problem that you are having. I mean it was a common occurrence my first couple of seasons.