Can't say as I have ever had a problem with them covering. and I have probably been using Vallejo for 7-8 yrs.. As per any acrylic, if the surface isn't clean from dust and oils the paint can bead up.

Generally I thin the paint down even more than what is in the bottle, as I find it a little thick...but then that just makes the paint go farther.

Vallejo Model color is designed to be brush painted, and some colors are thicker than others, simply because of the fact that it sometimes takes more pigment in certain colors to actually make it. So ones like white and grey aren't going to have as much pigment in them to achieve the color.