I have 3 breeds of ducks: a cayuga, two blue Swedish, and two Welsh harlequins, and all are the same way. Once I come up to them, they run. My Welsh harlequins aren't so bad, because they imprinted on me right after hatching and we had a symbiotic relationship for several weeks. Now, though they still love cuddling, they are moving further away socially. And they all have an instinct to run to safety whenever something big looms at them, trying to get to them. Even the imprinted ones run from me if I'm walking after them or standing over them.
Harlequins are supposed to be the calmest of all the breeds, so it's no surprise that yours are flightier than that.
But they also recognize me as the bearer of food. Particular treats are peas (the kind from the freezer section, thawed out) and torn-up lettuce. So squatting down with a handful of peas will usually bring them long enough to gobble up the peas, then they will leave again.