Two possibilities I can think of:
1) On my furling main, the inhaul line was old and swelled up from salt. It caused it to rub on a casing inside of the mast, which made it very difficult to furl (or unfurl) it. If this is happening with yours, and you don't have enough wraps around the winch, then there could be so much strain that the line simply slips as the winch turns.
2)Another possibility that I can think of is this: Do you keep a little tension on the out-haul line as you furl the sail? If not, then the sail will furl up loosely inside the mast, and when it's only part of the way furled it might fill up so much of an area inside the mast that there's no room for more, thus putting more tension on the inhaul line, thus causing it to slip. Maybe when you unfurl it a little and then refurl it, you are doing something to causes it to roll up more tightly so that there's more room inside there.