Airbrushing Problem

In addition to what has been said above, you may also want to check the consistency of your surface preo.  If there is dust from sitting out, from the sanding process, etc; this will have an adverse affect on the paint sprayed over the part.  If you are painting over layers of paint, check to see if the previous layer is free from bumps and defects either sitting on the surface or in the previous layer of paint.

What are you thinning it with? I have found if I use Windex it loses its sheen, if I use alcohol it keeps its sheen.

Ambient temperature, humidity, distance to subject, too high or too low an air pressure and presence or lack of a moisture trap can all make a difference to the quality of the finish.

Too hot and the paint can dry in the air before it reaches the model, resulting in a grainy/powdery finish which can appear flat when using gloss paints. The same might occur if you are spraying from too great a distance, allowing more time for the paint to dry before it reaches the model.