What am I doing wrong?

I'm sure you should use a smaller tip, but whenever I'm cutting something a little thinner and I don't feel like swapping out a tip, just angle the flame so that it is pointing in the direction of your cut, and move a lot faster!
Of course, I use Oxy-Acetylene. A plasma cutter might behave differently.
"Steve B" wrote

Tips designed for use in automatic or bug machine driven torches have smaller preheat flames (for a given O2 cutting orifice) and result in much less slag when used on thin (< 1/4-3/8") plate or sheet steel. I prefer them for normal use for this reason, but they do require a very steady hand or you will lose the cut.
Always try to lead with a single preheat flame right on the cut line especially with a 4 preheat tip, and
ALWAYS use a PROPERLY cleaned tip (move the tip cleaner straight in and out with NO side pressure) that is free of any belling of the cutting orifice and gives a nice clean straight stream of cutting O2 as viewed from the side when checking the flame.
Good luck, YMMV