You were likely taught to cup you hand in some beginner class. That's not so much "wrong," just ineffective & unnatural. It also doesn't add to your propulsive power as you may think.
The cup has proven to not add any difference in propulsive power through enough studies. It also forces you to focus on a minor matter that actually adds unnecessary muscle tension where you do not need it.
Here's a Summary Article on "Fingers Open Vs. Closed for Swimming"
The slightly open fingers actually add to propulsive power, and if you watch the video by Gary Hall below, you'll see why. The slightly open hand increases its functional dynamic surface in relation to propulsion.
Here is aView an excellent explanation of whyfor the slightly open hands by Gary Hall Sr
Many world class swimmers swim with a slightly (not widely) open fingers.
Here's a video of Michael Phelps hands (watch the first 16 seconds)
If you notice children who swim more naturally, they all tend to swim with just the right finger opening similar to the world champs.
Hope this helps and enjoy!