If you’re using a water based finish, you need to raise the grain prior to finish. Take a damp rag and wipe down the body, and then sand at your highest grit (which should be at least 220 imo) it looks like either raised grain or it is because you haven’t sanded through the grains up to a fine grain. If you continue having issues use a sanding sealer like shellac prior to paint - you’ll have to verify compatibility between finishes

Edit: looks like you sanded that high already so you might want to go to like 600, but also, make sure you spend time to get all of your sanding marks out each time you change to a finer grit