I must be doing it all wrong then.
I clean the threads, both internal & external, till they are sterile, i then place a thin smear of molly grease on the bolts & a smidgin in the holes. I run the bolts in till they bottom to ensure even distribution of lube.
I remove the bolts, clean the deck, & install the head. I also lube with molly grease inder the bolt heads & under the washers. Just a light smear.
I tend to add about 5% to the recomended torque figure, depending on the engine, & the recomended torque, & retension at about 5,000 [miles]
I retension about every 1 to 2 years if i remember, & i have never lost a gasket, or broken a head bolt, in a road car yet.

I just can't figure what i am doing wrong.

I have always assumed that dry threads would give a wider variation, bolt to bolt, of clamping pressure due to the fact that, for many engines anyway, some holes would be "drier" than others. At least with lubed threads, the variation between fasteners wiould be minimised & the clamping pressure, even if slightly "off spec" would at least be reasonably uniform. Well, thats the way my grey matter has been working for over 35 years.
Personally, i prefer studs, even if they are a bit of a pain sometimes.

P.S. Feral
You're old fashioned. [well, you did tell us to]
Sometimes old practices are just tried & proven practices.