Sorry, I should have given more information. The substrate is Masonite. The painting is all flesh tones - see below. I was glazing and the shadows were starting to look chalky. I thought glazing over chalky would just make things worse, so I stepped back a layer or two, which definitely helped. I then glazed a layer of tit white, burnt sienna, and cad yellow lemon over most of the painting, which brings it back to a starting point of sorts.
The other reason I sometimes sand is that I like to glaze but don't like the way glazing flows and settles over an uneven surface.
Thanks for the warm welcome.