It occured to me that this was perhaps because of the long, complex sentences? You have to keep up a certain pace in reading prose with long sentences and many clauses. I even discovered that when I first read Caesar's De Bello Gallico. If you stop to make sense of every grammatical construction, you will certainly forget where you were in the sentence, how the clause fits together with the other, etc., and then you'll have to start over again.I've mentioned before a teacher of mine who once told the class that you weren't actually meant to make perfect sense of Livy; the idea was that Livy's prose was impressionistic, and in places you were meant to get just an impression of what he was saying and no more.
So if you just assume that what you're reading is "impressionistic", and read accordingly, without pausing to make sense of all the grammar, but focus on keeping track of the content, I guess you will be excercising yourself greatly in comprehensive reading. And then it may seem less "impressionistic" as you get used to it and become able to figure out more and more complex grammatical constructions without falling off track.