It really all depends on the structure of your hair and the state of the cuticle.
If you have a tight cuticle layer (low porosity) you will not get that thickening effect. If your hair is porous, you will.
Henna did the same with my hair strands. Before using it I detoxed my hair and stopped using products with chemical ingredients for couple of months. My hair had improved a lot and I noticed that the upper half of my hair strands are not coarse and bumpy as the other halves. After I used the henna I noticed that the whole length of the strands returned bumpy and coarse. I know henna does coat the hair shaft. I wonder if it is the same as product build up as this feeling annoys me after spending couple of months detoxing my hair. Do you think I had this effect because of the henna type I used or do all hennas have the same effect?