This is a surprisingly common problem with aluminum colors. It generally has one of two causes:
Old paint. Aluminum pigment (Almost all metallic paints are actually aluminum flake.) consists of a metal flake coated with a protectant that also helps it settle flat side down. When the protectant coating is attacked by a solvent, strange things happen to the binder, and it refuses to set.
Similar to the first, using the wrong reducing (thinning) solvent can create the same problem.
Binder-solvent combinations for metallic pigments are frequently very specific. This is one area where using a proprietary solvent is highly recommended.
Spraying thin coats of metallics is generally a good idea. However, too thin will not allow the pigment to settle flat.