Watching a child use a crayon to color an image will help you understand this quite clearly. If you move the crayon back and forth in one direction, the edges of what you are coloring will not have as much color as the center. Typically an older child will work the crayon along the edges at some point which will extend the color more evenly. The same is true for embroidery. Using multiple layers of stitching, with different directions, yields better coverage. It also divides up the shift in the fabric, which helps registration; instead of everything being pushed one way, it gets pushed half as much in two directions, and your stabilizer will be better able to support it.
This means that if you want more coverage, try making two passes or more, each with less density (instead of one pass at 4pt, try two at 8pt). This is in fact the reason for the underlay options in fills and satins.