What am i doing wrong?

[dickttx]

I may be reading wrong, but I think you may be confusing expanding with flaring. They are two separate operations, though they are both done at the same time with the same die in the Lee die sets. Don't know about on your set.
I had similar trouble with 38 Super and jacketed bullets. I changed to a very slightly smaller expander and they now work fine.
As stated above, the case tension (created by the expander) is what holds the bullet in the case, not the closing of the flare.