That's exactly right. Some products do contain heavy fillers which can temporarily 'hide' surface texture, but the only way to actually remove or 'take out' texture such as orange peel is through the use of abrasives; usually sanding to level.My guess is that it intensified the gloss giving the illusion that it filled texture, even though we all know better.
I like clay and yes it works but in addition try Ironx CarPro Iron X 500ml (16 oz) before you clay as it took lots of stuff off a 2 week old cat. I think it was rail dust as I thought the car was clean but you spray this stuff on and in a few min you see micro rust partical apear to bleed down the side of the car. I like it on wheels as well as it cuts the dust. Only drawback is it is one of the most stinky things I have ever experienced. It is so bad that the sponge I used with it even after rinse can not stay in the garage 3 weeks after use. Anything that smells that bad must work!Clay bar works for removing stuff on the surface,like overspray or things on the top of the paint film.
Thats like taking a shower without a wash cloth... LOL, I got to be Zestfully clean.Sure clay works but you don't do that over your seal coat unless necessary, and plan to re seal. IronX followed by Reset is a great cleaning regimen.
However, another option is Car Pro Hydrofoam. It's PH neutral, so of your concerned with iron then start 1st with Ironx, then this. It also provides a Silica based seal (wash / seal combined.) I'm using it now, over CQF, it's working awesome. For a quick wash just this. If your finish is in good shape you can air dry, obtain the seal benefits, and never touch your car with anything but fluids and air.