If your brush is clean and smooth then I wouldn't say it's your brush. I've heard from other artists that Sculpey glaze has gone downhill in quality recently. For the last year I have been using Fimo glaze, it's kinda pricey(I always use a coupon at Joans), but I always get a really smooth finish. There are plenty of glazes out there to try. For now I would stop using Sculpey and try to find another glaze.
It's all about experimentation, and now you know Sculpey glaze isn't the best for you. :)