Goodness no, the way you’re doing it is great, and the norm! The whole permanent denial thing is much more a fantasy for most (but not all…), as with any kink the extremes of it are often what get people most excited thinking about.
But denial whether it’s just during a play session and you cum at the end, or it stretches into days or weeks is ALL brilliant. And long term denial, if it’s what excites you, is just as good too. Whatever works for you is what you should do!