You are doing nothing wrong, the correct fitting is when the ends point downwards. When the suspension is working, they are in the correct angle related to the rubber links.'
The easiest way to fit it, is first to fit both ends in the rubber links, then use a jack under the middle of the bar to push the bar upwards so that the omega brackets can be fitted over the chassis studs, and finally bolted with their nuts.
Before finally tightening the nuts, check that the anti-roll bar is centered, by looking at the angle of the outer rubber links; it should be roughly the same on both of them.