Fm10 Demo - why my defenders just watch the opposing strikers?

I'm playing with São Paulo F.C. in the brazilian league quickstart. I have won every game in the Paulista league, except the 3 matches against Palmeiras... one in the first phase and 2 in the finals. Well, these are two evenly matched teams, so it can happen, but the problem is that no matter what style, formation, roles, duties or opposition instructions i use, the two Palmeiras strikers (Vagner Love and Lenny) always get free runs on goal, from long passes from their defenders or through balls from the midfield. I have replayed these 3 games many times to try different things, but even with a very defensive setup it still happens, just less often; and with a attacking setup, it happens every time. I watched the full matches, and tried evething i could think of, and could not make my defenders to tight mark their strikers, even with the opposing instruction to tight mark, men mark ticked, etc... when Palmeiras have possession, V. Love and Lenny just stay in line with my defenders, and then a defender/midfielders launches a long pass and they start running, and my defenders just watch and start chasing then much later, and that is too late... do this happen with someone else?