You painted over joint compound and you painted over the paper of/on
the drywall, i.e., 2 different surfaces, hence the 2 different texture
results. The paper surface raised, a tad, when it was wet by the
paint, causing the difference in appearance/result. It is recommended
you compound over the whole of the drywall sheet, not just the taped
edges, so that the whole surface, to be painted, is uniform in/of
surface material. By applying compound over the whole of the drywall
(minimum extra work), the painting results will be uniform.
Otherwise, to avoid the difference/results you describe, you would
need to apply at least 2 coats of primer. Applying the extra skin of
drywall compound is easier and cheaper, than applying the extra
primer.

Sonny