Comparing antibodies between each other, why does it not work?

Antibodies bind to specific epitopes (2-15 amino acid long) on a target protein, which differ in terms of length and accessibility between proteins. On top of that, endogenous proteins vary in abundance, which can be checked in the Protein Abundance Database (PAX). Therefore, the signal from proteins as abundant as actin, or overexpressed tagged proteins with high expression level, will appear much faster on the blot compared to a low abundance for example a transcription factor.

Each protein-antibody pair is different and may require slightly modified protocol for a successful detection.  

It is also not recommended to compare with each other polyclonal antibodies made to short peptides, with antibodies made to full length proteins as pool of detected epitopes will be different in each case. Western blot is a rather complex technique and careful protocol analysis is recommended before final conclusions are drawn.