Practice makes perfect! “Factory sharp” heads are never near as sharp as a good polished and stropped edge nor are they as strong but different strokes for different folks. They get the job done.
For your question though, are you using single bevel or double bevel heads? And are you only pushing the head across your stone? If you go back and forth you’ll roll that edge. I learned to sharpen by always “cutting the stone” and eventually you’ll develop that burr which is what you want. Then you sharpen pushing that burr side to side until you strop it and that’s when you change to a pulling motion and you go until the burr breaks off on a microscopic level. There’s great YouTube videos on it. I used to sharpen knives and broadheads for cash once I got it down. Now I use a worksharp and that does a great job, much faster too but still the basics. Consistent angle, pressure and technique.