This is not an uncommon issue with dpn's. It has nothing to do with you, but the fact that the needles are not connected creates a little continuous pull between the stitches at the ends of each needle which creates these little ladders.
I usually get around this problem by kntting 2-3 additional stitches from the following needle -- that is when I reach the end of one needle rather than using the now empty needle to start knitting from the next needle, I knit a few more stitches with the recently filled needle -- this makes the point between needles migrate a few stitches.
The good part of this is that you avoid the ladders. The bad part is if you are following a pattern that uses the number of stitches on the needle to inform you of pattern changes (socks are a good example) you will have to use markers instead to keep track of the sections.
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