You aren't doing anything wrong, you just left out a step

. Dirt, tar, sap and other ultra fine contaminants get bonded to your paint even though you can't see them. A clay bar is designed to remove this junk and to leave you with a perfectly smooth surface. Pinnacle's Ulta poly clay and a quick detailer is all you'll need to preform this step. Welcome to AGO.
Here's what your next detail should look like:
Wash
Clay
Polish (light to remove any marring, if needed)
Paint cleaner
Souveran