A chef friend of mine explained it to me this way:

I tried to find out what's really happening with the chemistry of roux and what seems to be happening is that the flour dissolved in oil keeps the starch molecules separate and prevents clumping which would happen if you just add flour to a liquid stock. As you heat the oil/starch mixture (roux) in a stock, the starch molecules absorb the liquid and eventually some of the starch molecules burst and release amylose (which is a simple sugar found in flour. The Amylose, in turn, bonds with the starch molecules to restrict movement of the starch in the liquid. The starch thickens the liquid because it bonds physically with both oil and water to make a type of emulsion.

The more you cook roux, the more polymerization of starch molecules occurs and this lessens the thickening action of the roux because more starch molecules are polymerized (become part of a longer chain) and fewer are available for emulsifying the stock (bonding with both the oils and other organic compounds in stock as well as with the oil).

So lighter roux ends up thickening more than a darker roux. And I'll bet that gluten proteins are also degraded with the high heat of cooking too...decreasing the thickening (emulsifying) action of roux.

So what does this all mean?
1) lighter roux thickens more than dark roux...so if you use dark roux and want a thicker gumbo, thicken it with some blonde roux as well or use a cornstarch slurry, or file , or okra.

2) besides thickening, another equally important function of roux is flavoring the stock...and the more you cook the gumbo, the more the flavor changes. The taste also changes with the amount of roux that you use.

3) There are so many variables in cooking gumbo that affect the final taste that make it very difficult to reproduce. Your method becomes very accurate when you can get a consistent taste at the end. Cooking really is an art that involves some science.