Why it happens
Sauces thicken in a few main ways. Reducing a sauce boils off water, which concentrates both the flavour and any natural thickeners already in it. Starches such as flour and cornflour absorb liquid and swell when heated, thickening the sauce. Emulsions and dairy can add body too. A sauce ends up thin when there is too much liquid, not enough thickener, or it hasn't been cooked long enough for the starch to work.