I think I expressed myself wrong. My feed rate was the problem. The lines on the pattern were very thin and not so easy to follow for me. So far I have used Proxxon no. 5 and several different pegas blades that I got for free with my scroll saw and I always got finish that never needed sanding (except from missing a line or bad connection from start to finish of a cut).
I´m still not sure, but I think the Proxxon no.5 blades last longer than any Pegas blade I have used. Before trying any pegas blades, I have used maybe 30 Proxxon blades no5 just to get the feel for it and then I tried Pegas no.5 and I ruined one pattern completely. I felt almost no resistance and I was not able to follow a line. I felt like I scrolled for the first time. Later, it was all ok and I was able to cut nicely with any number I have chosen. (I haven used blades number 1 though yet)
Big mystery to me is how different the cutting resistance is sometimes. I don´t think it has anything to do with grain direction or sharpness of a blade. Do you also experience that?
Also, do thinner blades get dull faster? I have noticed that I can´t cut as much with a blade no.3 than with no.5.