I think Mark hit all the points. You might consider starting on higher grit stones and seeing if that will get you the performance you want.
As far as thinning the knife, I have seen Mark and others recommend thinning a little at each sharpening session. Alternatively, thin when you notice the shoulder of the edge is beginning to wedge in food. At the point you notice, it has probably already gotten pretty bad and thinning may take some time, but on the plus side, it'll feel like a new knife.
As far as sharpening frequency, I use a number of knives in a home setting, so my sharpening frequency is not very helpful. But if I were to guess, if I were to use only one knife at a time, I would likely sharpen about once a month. So what your doing does not sound excessive.
If these are some of your first Japanese knives, and you are newish to sharpening, it is likely that your standards have changed, and you expect and maintain your knives at a higher level than you may have imagined before. All that means is you are crazy like the rest of us