Buff 2k Primer sandpaper loading

I've used many different types of urethane primers over the years.I always wondered why the buff colored primers loaded up sandpaper so bad?I was thinking that the primer was acting more like a sealer than a primer.Do I need to bake the primer before sanding?I like the filling properties of this primer better than the gray.Any ideas?:D

try wet sanding first with 400 to get the surface open and the gasses out.

Thanks for the reply.That makes sense when you think about it.Would it help if I used my infrared?

Never had much luck with the infrared on primer, the wet sanding seems to open the surface, let the gasses out, then firm up the primer... I'm sure there's some technical reason why it works, I just know that it works good for me on urethene and epoxy primers.