Help! Sanding black tinted resin goes grey

I am using tinted resin to fill holes in a timber table. I have sanded a test piece and the resin goes grey. I believe this is due to either tiny scratches from the sanding or having melted the epoxy with the orbital sander which would give a grey finish.
When moistened, the jet black finish returns.
Will the resin be jet black after I put a finish on the table (Danish oil) or how can I avoid this grey finish while sanding?
Thanks!