White sauce without roux

If your sauce is too thin, the problem is that your initial roux was either too thin (not enough flour) or you added too much liquid for the amount of roux that you made. Standard ratios are 1 Tbsp butter - 1 Tbsp flour - 1 cup liquid for a thin sauce, 2-2-1 for something in the middle and 3-3-1 for a thick sauce.

Once you've made the sauce and it's too thin, the best fix is to add a beurre manié, which is essentially butter and flour that you mash together in a small bowl and then whisk into your sauce. It's kind of like adding more roux after the fact. However, because it's not pre-cooked like the roux, you need to make sure you give it enough cooking time after adding to get rid of the floury taste.

I would think that if there were a change, that the sauce would be thicker, due to water vaporizing and the fridge that tend to dry things out.

So, I think it's in your head, but of course I could be wrong.

The one reason why it might appeared so, is because the sauce will become thinner if you reheat it, compared to the consistency it had when it was in the fridge or at room temperature.