You couldn't have possibly sanded all of the filler away, there had to have been some left. Wood filler just isn't liquid enough to seep into the wood and seal it, just like what paint does when it gets on unsealed wood.Wood filler has worked just fine on the end grain of the wood. It worked very well when I stained a couple pieces of test wood and my most recent baffles for my car. The stain went on perfect and only needed two coats before it stopped soaking in. It also looks very nice and flows well with the rest of the wood. The polyurethane layer went on great and I didn't have any problems with it soaking in.