What you are describing is the typical response to those who don't "just fall into trance".
I've hypnotised a few people that - well just took to it naturally. Somnambulism. For them it was almost instantly as real as a waking dream.
The problem with those that don't respond in that way is communication and expectation.
You might be a little analytical too. Or have a preferred modality of auditory digital.
(see http://www.renewal.ca/nlp48.html for a brief explanation of modalities).
There are also suggestability types. Some respond well to:
"your fingers are stuck together"
(or you might think no they're not and trance is shattered)
perhaps "did you ever play with super glue as a kid? do you remember how it feels slightly warm on the skin and then there is that bit of heat. Maybe when that happened you didn't try to pull your fingers apart until it was too late".
At no time are you told 'stuck'. it's implied.
The files you listen to - can't really tailor themselves to you.
Either you preferred modality, suggestibility.
They can't engage directly with the words and fantasies you have - assuming this is erotic hypnosis - and most importantly can't read your reactions as they happen.
Take a deep breath.
If you don't or you are a bit slow and that hasn't happened before you are being told to take another - it just jars out of reality.
Finally last two points.
No file you listen to is going to touch you. kinesthesia is an awareness of the body. The moment the hypnotist can move an arm or stroke the hair on the back of your neck - touch matters.
If you've got a partner try getting a book on massage and encouraging each other to relax while doing the massage.
Not every sense is equal.
I still find visual hallucination and dreams difficult but kinesthesia much easier.
Go see a real life hypnotist, get hypnotised.
Look at doing some mindfulness and meditation.
Finally, practice.
Hypnosis is a skill.
If you don't know how to dance then you probably don't expect to accurately perform the Tango without practice and training. That involves a talented partner.
Practice hypnosis with a talented and skill hypnotist if you want to get better at it.
Once you know what works for you and trance happens - then go back and revisit files.
IMO, most files of under 15 minute duration are intended to be JOI. They might focus on a fetish (which could be erotic hypnosis) but they're just there to get you off.