Nope, I had the same problem when I was applying Rubio to rounded over edges of BB drawer boxes. I ended up sanding just the edges to 220 and the issue mostly went away. Still a few snags here and there, but nothing terrible.
Good to know. The desk I built was a knockdown desk and I finished it today. After snapping a few close-up pictures, I noticed the round overs are a bit rough. I think I hit this edge by hand with maybe a 150 grit 3M sanding pad, which is probably why in other areas where I was less careful, it was snagging the pad

Overall, I do like the finish I get with Rubio, especially "Natural" on Baltic Birch. It has a
white/yellowish pigment which keeps the baltic birch looking a little closer to its raw color, whereas "Pure" tends to lean orange. This is only my second project using Rubio. The first project it was used on a bunch of kitchen drawer boxes retrofitted into old cabinets. It has held up well so far in the kitchen. I'll have to see how well it holds up on a desktop.

Rubio Monocoat is a pigmented oil with some wax. It doesn't produce a finish coat like a varnish or shellac so wood grain will always be present on the surface. You definitely want to raise the grain with water after the initial sanding and sand again.
I read somewhere it was more or less derived from Linseed oil. I did not raise the grain. I had watched in a Jason Bent video where I think he said Rubio recommends raising the grain only after sanding above 150. I'll have to go back and rewatch it to see if I missed something.
Did you try a brush?
No, I did not try a brush. The only brushes I had on hand were foam brushes which probably would've snagged as well.
Since another coat won't stick to a dried coat you can't build color by layering. The sanding has to be fairly coarse (Rubio says 100-120 grit) to provide deep enough scratches to hold enough product to get the color you want in one (Mono) coat after wiping the excess.
You can sand finer but the finer you sand the more the product becomes a stain rather than a finish. I'm not a fan.
That's one of the things I like about Rubio. You can sand over an existing finish, reapply, and the color doesn't look patchy.
Maybe another day, I'll take the desk apart and repair some of the wood snags, but for now, lesson learned.