Certified GKH Gardening Expert
Neem oil is effective as well. Here is more information: https://www.gardeningknowhow.com/plant-problems/pests/pesticides/neem-oil-uses.htm
You are not really doing anything wrong, this just happens sometimes and can be quite frustrating. There is a product called Green Cure that is sold on-line and at some local garden centers and greenhouses. It works very well to get rid of and control powdery mildew. Here is a link to their website for you:
http://www.greencure.net/ I use it on my roses and garden veggies that get powdery mildew from time to time. My mother has used it on her african violets with success as well. The PM spores can get onto various things and thus transmit back to the plants, so a treatment method such as Green Cure is in order.