Your better grease does separate somewhat for better lubrication. Some here believe grease should not separate at all. This article explains why grease must separate for proper lubrication. Also it explains how to store grease in a gun to prevent grease bleeding.
http://www.machinerylubrication.com/Read/28761/storing-grease-to-avoid-bleed-separation-
http://www.machinerylubrication.com/Read/28761/storing-grease-to-avoid-bleed-separation-