What is the advantage to using finer grit sandpaper when sanding in between coats?

just recently put a coat of paint on my vehicle after sanding with 400 grit sandpaper. would it be good to use 800 grit this next time before putting on the 2nd coat? or why not? can explain? should I sand with something like 1500 grit or 2000 grit before putting on 3rd coat? again, why or why not? can explain... show more just recently put a coat of paint on my vehicle after sanding with 400 grit sandpaper. would it be good to use 800 grit this next time before putting on the 2nd coat? or why not?

can explain?

should I sand with something like 1500 grit or 2000 grit before putting on 3rd coat? again, why or why not? can explain the idea?
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