I don't know if you're doing something wrong (although from your feedback, it sounds like you arent!) But I can tell you that when I strop (And I strop A LOT) I also get this haze... Especially on a World Master 194, and especially when I use my Bridle (I'm going to assume the oil, wax, and other treatment of the strop cause this... But so far, no ill effects, and I LOVE the edge a good bridle stropping leaves)

Short answer: I get haze all the time, and my stropping results are top notch.

Also, I think the haze, at least mine, looks kinda cool...