So did you feel a huge difference before claying compared to after claying when you did the baggy test?
When I first did the baggy test on my daily driver (before my first ever claying) it felt terrible, like my cars surface was sand paper, but then after I jut felt a few random bits of crud. I then clayed a second time and got rid of most of those. If there are still a few left after 2 goes over it I'd assume you need to step up in clay, as others have suggested.