Refinishing Oak Doors

Hi, I wanted to re finish some oak doors in our house, I think they may have been factory finished when new so I sanded them down and cleaned with meths, and stained with Cuprinol classic natural finish, however the stain looks as if it's not soaked in and has dried on top leaving a sheen whereas it was a matt finish before.
Any advice please would be great, I am going to re sand again, I will try to attach a image.
Thanks
Mark

Are there any small whitish areas in the grain? If so they could have been waxed previously (unless you fitted them new), in which case you will have difficulty getting anything to soak into them, a picture might help.