Is this even possible? Or am I missing something? Am I not using it right?

No, unfortunately, it's not possible as you described it.  We've never had a request before to save a preset list at an offset start position on the H9.  It wouldn't be terribly difficult to do, but for now, I think you'll be best off combining your multiple preset lists into a single combined preset list.

I made a video showing how you can do this quickly using the desktop version of H9 Control using the copy key command.  The same approach will work on iOS as well although you'll have to use the 'Copy Preset' function under the More menu instead of a key command: https://youtu.be/fmrTMGpJT7s