A lot of riders often have tight hips which can prohibit your seat.
Over the years I have worked really hard to try and stretch them and this is my favourite exercise:
Take your feet out of the stirrups and hold your legs away from the saddle. You should feel yourself sit deeper in the saddle and hold yourself up with your core. You may only be able to manage a few seconds to begin but you can build this up over time. I now use this as one of my warm ups before doing flatwork/dressage to make sure I am loose and not tight. It really does make a difference and means your thigh will sit looser against the saddle rather than being tight and restricting the horse.