Your not doing anything wrong your just extremely unlucky.
Okay when you breed a Female Sigiyph with it's Normal Ability with another Pokémon of it's species, a Pokémon in it's egg group, or with a Ditto, the resulting offspring has a chance to either have Magic Guard or Wonder Skin.
Since your Female Sigiyph has Magic Guard and your not breeding with a Ditto, you have an 80% chance of hatching a Sigiyph with Magic Guard.
However, starting from Pokémon Black and White, there is an 80% chance of the resulting offspring having the same "slotted" Ability as its mother and hence a 20% chance of the other Ability being passed down as long as the other parent is not Ditto.
Hope I helped :)