You're not doing anything wrong, this is exactly how DynDNS works. DynDNS is returning your public IP for your home internet connection, which the router responds on. Because you are inside the network, it is assuming you want to connect to the router itself and not the port forwarding rules because you are already behind the firewall. To be able to use your DynDNS URL inside your network, your router needs to support NAT reflection (or port reflection). This allows internal users to connect to your public IP and it reflects back to the right internal IP through the router's port forwarding rules.
If you don't have this, you will need to either run dual DNS, or use other methods such as overriding your hosts file when internal on the network.