How is your body language during the conversation?
How is the tonality of your voice during the conversation? Do speak the words quickly , slowly ? All of it will affect your delivery, It's just not what you say but HOW you say it.
To figure out what you're doing wrong have a wingman video your interactions with females. When you don't have a wingman you should voice record your interaction with females. Review the recordings and critique yourself. Make the proper adjustments and then go practice on some more HBs in the field.