It can be a pain, and it varies a lot from watch to watch. As Feefo says, they're Chinese movements and the quality of assembly varies from one to the next. I have some that are real beauties and feel gen like, and others (like the 6542 GMT I'm wearing today) where I struggle to find the date set position, get it set, then the date changes when I think I've pressed the crown in to wind the watch or screw it back in. I have a VSF Sub which all functions really nicely except if I set the date using the date change crown position, it ends up low in the date window - but if I set the day before today, then use the time setting position to advance the hands till the date clicks over automatically, it's perfect.
Those are just a couple of examples to try and reassure you that no, you're not doing anything wrong - you just need to work out the quirks of your watches, and get used to them!