Not chasing does make sense, but sometimes with some rabbits, some chasing has to happen to be able to get to that point of easier handling. Plus rabbits NEED to be able to be handled, checked, and cared for. And we can't always wait around as caretakers, until they decide that it is ok with them for us to pick them up. With skittish rabbits, you need to be able to handle them for nail trims and health checks. It's minimal and doesn't need to happen very often, then the rest of the time we don't need to be chasing them down and can work on slowly getting them used to being handled. That's for rabbits that are skittish about being held or being around people. Then there are the buns that see the chase as a game, or they are just being stubborn and don't want playtime to end. Then it's just 'too bad buddy' playtime is over, there's no harm done, and the rabbit is just fine back in it's pen/cage, and maybe just a little annoyed about it.
I know you didn't need to see yet another well behaved bun being picked up, but I figured being able to see different ways of picking up might be helpful, as some rabbits will squirm, wiggle, and kick if they don't like the way they are being picked up, but will be ok with another method of being picked up. It's just soooo different for each and every rabbit. It can take a lot of experimentation and trial and error, to figure out what works best for our particular rabbit. If the method that you are trying now just doesn't seem to be working out, then don't be afraid to try a different method.
The fact is that it is a necessity to be able to handle them at least a little bit. With rabbits that are scared of people and terrified of being handled or even touched, then a more gentle approach should probably be used. But Sophie is used to people, she's fine with you, so it's just being picked up that she doesn't like. As long as her behavior towards you doesn't change, just keep it up. She'll either get more used to it, or you'll get better at it where you can handle her even if she still doesn't like it much. Roo, my grunty bun, has never gotten used to being held. She still hates it, but I have to do health checks and nail trims, so it HAS to happen whether she likes it or not. And when I set her back down, I get foot flicked or thumped at, but then she hops up and wants her nose rubs. She's upset at me for two seconds then she's fine.
So just keep it up. If what you are doing seems to be going well, and she seems to be adjusting and getting used to it, then you are on the right track.