Actually, I can see exactly why you are being listed as no closer than cousins. I can try to explain it, but I am no expert.
Each person gets half of their DNA from their mother and half from their father. And there is no guarentee that a full sibling gets the SAME half segments. So, since you and your sister have different fathers already half of your DNA is going to have no chance of being the same (unless your fathers are closely related, which complicates things).
So, of the DNA that you get from your mother there is a chance that you did not get the same as your sister. Think of your mother having only 100 blocks of DNA to begin with. You randomly get 50 of those blocks. Your sister will also get a random 50 blocks. They many be the exact same, or they may be only partially the same, or they may be the other 50 that you did not get. But we do now you got at least some of the blocks the same because you did show up as closely related.
So, you already do not share paternal DNA, and you share only partial maternal DNA. The program can see that you are maternally related, but at a lower level than full siblings because of the difference in paternal DNA. Genetically it looks no different than if 2 sisters married different men and had children.
Half-siblings and identical twins are two of the complicating factors in genetic DNA research, and why you have to sample as much of the family as possible and not just a few people.
I hope this helps you understand it a little.
Elizabeth