Auto-attack canceling after the attack hits

So I seem to be particularly good at canceling autos after the animation has gone off. Especially on Kayle and Sivir. For Sivir, the projectile will leave her hand and start flying, then it will dissappear midflight and not deal damage. For Kayle, the splash damage animation thingy will show up but the damage won't apply. This sometimes makes it exceedingly difficult to last hit or fight because I will consistently cancel auto attacks that I though had completed. This also occurs sometimes on Twitch and Annie for me.

I was always under the impression that once an auto attack's animation had left your character, then it was going to deal the damage regardless, especially for someone like Kayle whose autos aren't a projectile, but I can still cancel the damage from them after visual and audio effects play.

Does anyone know why this happens?