You tension is different between your knit sts and your purl sts. Thus, the two rows pair off and seem more visible than when you knit in the round. This is often referred to as "rowing out." When you knit in the round, all of your sts are knit, thus your tension is even and the rows tend to blend together evenly.
This problem can be corrected with practice/time, whereby your tension will become more even between knits and purls. Or, for some people who can't get their purls as tight as their knits, the use of a smaller needle on the purl rows helps.