gmd's observation about annealing is correct. This is the great flaw in the Lee Collet Die concept, as brass work hardens from firing and sizing it will spring back more until it won't hold a bullet, as you have observed. The only way to keep consistent neck tension with these dies is to sort your brass into batches that are loaded together and then anneal the necks every few loadings.

This actually applies to all dies, but is more apparent with the collet die system.