Do women assume that you're not interested in them if you don't ask them out?

I find that when I speak to a woman, who shows interest in me, but don't ask her out at the end of our interaction, her smile will turn into a look of disappointment (or embarrassment). Many of the times, she'll know she'll be seeing me again, but she'll still look disappointed. Sometimes, I just want to get to know a little bit about the woman first before asking her out. Is there anything wrong with this?