My dog does the same thing with a canvas bumper.Without a lead on he will fetch a tennis ball & bring it back immediately,with the canvas bumper he will run around the yard a while with it & then bring it eventually.(19 week lab.)It's frustrating but when he finally does bring it I praise him.Hoping he will in time get the idea to bring it straight back.Of course when I have my 20' lead on him,he brings it right back to me.So don't feel like your all alone.