What's my problem?

[Unofficial Gun Addict (UGA)]

This type of variation is nearly always caused by differing brass hardness, the harder brass springs back more than the softer brass.
This is why we anneal our brass necks and shoulders, it keeps spring back even across our brass.
I've had this same issue, I, too, thought it was the press, but found after annealing case necks it was easier to keep them all .001"-.003" shoulder bump.
I suggest you try annealing your case necks first and see how that helps.

Cheers.
gun)

This was my first thought when I read your post. I think magnum maniac nailed it. Hope your annealing test produces good results. I believe it will.