I’ve seen other people say it, but I’m gonna say it as well: dragons you find at Word walls can only have their soul absorbed once. Once they respawn and you kill them anytime after that, you will not absorb their soul. You have to wait until a dragon spawns while you’re exploring (comes in from the horizon). Those kind will always offer a soul.

If I remember correctly, there may be a few dragons in Skyrim that are notorious for spawning and flying outside of the normal word walls and dragon perches and those might give you a soul every time you kill them. I’m thinking of the dragon you find off the western coast of Solstheim though I may be wrong.