That's because Gaussian splats are ellipses without any texture of their own (more or less), missing any detail that an actual brush stroke would have. Because the ellipses are so elongated in the finer details it feels like layered brush-strokes, but in the coarse background the "flatness" of the splats dominates. Compare to my stippling notebook[0], an even more simplified image filter (it's "just" tiled circles) with a similar "problem". Turn on the fake vignetting or tilt-shifting, and really turn it up for a similar effect.

If the goal is to create a paintlery illusion then there are undoubtedly ways to mitigate this lack of texture though.

[0] https://observablehq.com/@jobleonard/a-fast-colored-stipple-...