Any 3D printed items will have a grain to some degree, its just part of the printed layer process, even using SWs newest extra fine material option (which is only option I use now)
I like to seal mine before working at all on it, to avoid easy damage, I use super thin CA glue and spread a small drop at a time over the surface using a toothpick, this actually soaks into surface and hardens, so can be fine sanded + primed
Its true that resin items vary in quality, even with my own products using bespoke resin mix + pressurized casting, there is small variations + prep work required, thats just part of it unavoidably
Good luck!