That would suggest either:

1/ Your forwards/attacking midfielders have poor shooting/finishing.

2/ Your chances are poor quality as you are too attacking. Your players could be taking up too advanced positions, meaning they have no space and/or cannot be reached by the rest of your team, who then have no choice but to shoot for distance. Or (more likely) your mentality is set up to be too attacking, which means your players are in an impatient rush to get their shots off whenever they get in range, instead of patiently working better quality, clear cut chances. Do you start matches with attacking mentality and/or lots of advanced players?