I've noticed this as well. Liquitex black gesso has been fine, but white is quite thick. I thought about doing a mix to try priming grey instead of black, but the white's thickness put me off.
Liquitex grey is excellent - it's a bit thinner than black so can look thin when it dried, but it's not issue. I've not got many great pics but these guys where primed in grey liquitex - you can see it's raw finish in the helmet on the right:

I've used gesso for a while and have three rules:
- don't skimp, use Liquitex and definitely not some 'student' gesso. The pigment's too big. (though I've heard good things about Golden).
- stick to the 24 hour drying time religiously. Not worth chancing for a bad result.
- avoid white, it just doesn't work as well.