Why are my chess pieces darker?

Hi All,

I built this chess board, and made some chess pieces to go with it by using some spindle blanks and a compound cut technique on a scroll saw to cut out the pieces.

Both the board and the pieces are Sapele/Beech, and matched colour-wise to the board before I applied the finish.

To finish it I applied Danish Oil, just one coat for now.

How comes the pieces have come out so much darker than the board, even though the wood was the same and it looked the same before finishing?