That's interesting. Are they definitely on the same layer? What are your tool settings?
I've noticed that this is caused by the setting of "quick dry" in the brush. They are all on the same layer. But is this the intended effect? It seems like adding a stroke over the existing stroke does not make the paint layer over each other and using a blender will blend the colour and not the thickness.
I also tried making a new layer and the strokes still seem to go underneath the old ones if I didn't press as hard...
Ah, Insta-Dry! That's working as it should, then.
If the paint is automatically dried, then it acts as a solid surface, so any additional paint won't mix with it, just lay over the top (so you get two layers of texture). It's basically exactly the same as using a new layer. It isn't going under the first stroke, it's just 'filling in' the gaps. There's also a maximum height for the paint, so the ridges can't get much higher than they already are on the thick paint settings you're using.
The Palette Knife should mix them both the same, so you may just have very low Pressure (so it's only mixing the top layer of colour, not the thick paint underneath).
Now, if you want to change the way that texture works between layers, you can change the Bump Blend Mode (the 'bump' is the texture). You'll need the paint strokes to be on separate layers for this, then go to the layers menu and open the options for the upper layer.
You can change the Bump Blend Mode from the default Maximum (where it's as realistic as possible and the current textures 'build' on the ones below) to Replace (in which case that layer completely hides/replaces the texture underneath) and Add (in which case, all the textures are added together to get the maximum amount of texture, even if it would normally hide some of the texture below)
MAXIMUM
ADD
REPLACE
Thanks a lot! I thought paint would continue piling up after it's dry but it makes sense now