Was this on the same timber (as per previous post in this thread
https://www.woodworkforums.com/f9/can...roperly-207490) or something different? How fine did you sand prior and did you use any grain filler?
When I have used it on Teak, Meranti, and another unidentified furniture timber (that I think was poorly cut silky oak), I got the exact same result. It didn't matter how many coats, there was still evidence of grain. In each case it was wet sanded in between coats. I measured it (because I could at the time) and the depth averaged out at about 0.1mm after 3 coats. To be honest, on the pieces of furniture it doesn't bother me because there are no broad flat surfaces. On the meranti window sills it still irritates me when I clean them, but then 15 minutes later it has a layer of salt on it and I can't tell anymore.
On harder timber I haven't found it to be so much of an issue.