Off hand , it's either not been broken in yet or you don't have it adjusted properly. Adjustment is much more important than anyone seems to realise with leather saddles in general. Often, fine tuning is the difference between unhappy and perfect. Also, have you properly conditioned it to help the leather break in to conform to you? This is equally important, the leather requires conditioning to maintain it, but it also helps expedite the break in.
That said, it's also possible that it isn't the right width to fit you well. Or, if its an older one, it might have dried up and will no longer provide any give or compliance.