I don't think you should expect neoprene gloves to be totally dry inside. As someone noted, the seams and wrist will likely leak some water. The main thing is you shouldn't have massive leaks where lots of water is flushing through the glove. The idea behind the neoprene gloves is to keep the water against your skin warm. Like ednaout (what does that mean anyway?), I've found the NRS Reactor gloves to be quite warm. I think they're 3.5mm thick. 2mm thick gloves provide a lot less warmth. I find the ranking of warmth from least warm to most warm to go like this:
2mm gloves, poggies, 3.5mm gloves. I have all 3 and what I use depends on the water temperature and type of boating I'm doing, but usually it's poggies.
If your hands are warmer without the gloves on, something is f'ed up! Maybe they're too tight and cutting off your circulation. Good luck keeping those hands warm.