No, I don't think you're doing anything wrong, but at it's heart OmniFocus is kind of an outliner, so it's hard to make specific suggestions. It sounds like the app isn't quite gelling for your workflow for some reason that we haven't quite put our finger on yet.
Yeah, it does seem like we could save you the effort of bouncing back and forth between two lists, but we need a bit more info. If you can articulate specific friction points, we may be able to help at that point.
One shot in the dark: In a text editor, most folks outline by breaking lines with the Return and Tab keys. That doesn't work as well in OmniFocus, but there are some equivalent keyboard shortcuts that can be almost as fast.
Return - makes a new row
Command-] - indent the current row
Command-[ - outdent the current row
Command-} (Command-Shift-] in other words) - add a new indented row after the selected one
Command-{ (Command-Shift-[) - add a new outdented row after the selected one
That probably won't completely address things, but if you can think of any other friction points and communicate them here or to the
support ninjas, we're happy to help.