No, you aren't doing anything wrong. It could just be a quality issue. Not all clear stamps are the best quality material. The cheaper the material the more likely you will have this problem.
Using a different ink is sometimes the quickest way to solve this; but can be expensive. I found Chalk inks work well on even the cheaper clear stamps I buy at retail stores.
Saw a tip recently in another thread. If you've ever heat embossed; you should have a little thing called an Embossing Buddy. It's something you rub on cardstock before stamping so your embossing powder only sticks to what you stamp.
If you rub an Embossing Buddy over your clear stamps then ink them up the ink should cling ( and not bead up ) and you should get a good image.
Here are some other threads out here where this problem has been discussed.
Am I ever gonna love my clear stamps? by demodarla at Splitcoaststampers
Need help w/ new acrylic stamps by Stampinae at Splitcoaststampers
acrylic stamps and best ink to use by Cebuana65 at Splitcoaststampers