I'm not one to assume anything so I'll ask, did you clay the paint first? Not claying first can cause a lot of factors in paint polishing to be much more difficult. In a different thread about claying before waxing, I made the comment..."no pay-no clay" followed by "no clay-no polish". I do paint polishing from a business standpoint and must get payed for everything that I do in order to be profitable as a business. If a customer won't pay to have the car done right (claying as a first step after the wash) then I will refuse to do any polishing on the car because of all the adverse effects one can experience when trying to polish a painted surface that hasn't been clayed first. Tough product removal being the least of the concerns. The biggest concern would be rubbing bonded or embedded contaminates (iron filings/brake/rail dust) around on the paint with the polisher. Additionally, if these contaminates are still present after polishing, the removal of product will be difficult, hence the question "did you clay first"?
Under working the product, over working the product, using too much product, using too little product, working in to hot of conditions (direct sun) are a few of the things that can cause a compound or polish to be tough to remove. It takes a lot of trial and error and testing and above all else, practice,practice,practice.
People who don't know any better will say things about the Cyclo such as, "it can't correct paint like a PC style machine" or "you can't remove sanding scratches with a Cyclo" or "3000 OPM isn't enough to get great results". All nonsense comments from folks who either haven't practiced enough with using a Cyclo to know which products to use or what techniques to use or how long to work the products or how wet to apply the products to the pads...the list could go on and on and this is stuff that all changes from one car to the next.
Only the user can develop this knowledge while working on one particular paint system. Guess what? Next car comes in...you have to learn it all over again because the paint system variables are likely to be completely different from the last car that you did. So the only way to truly answer the question "What am I doing wrong" is to say that "You haven't practiced enough". The good news is that you do get the feel for how things work after a dozen jobs or so. I can tell you this about Cyclo polishers..It is quite possible to cut right through all of the clear in a work section while using a Cyclo with orange pads and a rubbing compound so go easy with it.
The Cyclo is a pretty safe machine and so is a PC style DA or even a Flex 3401, but very costly damage can be done with all 3 style of machines.
This stuff is not just wax on wax off like so many people think. There is science, physics, knowledge of products and how they work, learned techniques and many other variables involved that can really only be learned by placing the machine on the paint and turning on the switch, over and over and over while reading as much as you can about products, interacting with other detailers, asking tons of specific questions and again practice practice practice.
I know the feeling you get when you first open that "Mega Cyclo Kit" up and see that gleaming chrome plated beauty tossing reflections of brightly colored pads and microfiber towels back at you. Woo Hoo!!! It's a nice feeling for sure that is quickly overshadowed by confusion, frustration, sweat, sore forearm and back muscles, but at the other end of all of that stuff is your gleaming pride and joy sitting in the driveway as you neighbors drive by and yell out the window of their car..."You're going to polish the paint right off of that thing"!!!
Enjoy...TD
