No, follow on milks are not thicker. Calorie content per 100 ml is the same. There is rather less fat in the follow on, and more sugar. The difference between follow on and standard formula is the extra iron - most of which is excreted out.
Interesting that many mothers think follow on is 'thicker' - not sure where that idea comes from.
If a baby is moving on to solids throughout the second half of the first year, and continues to have breastmilk, or standard infant formula, he will have enough iron for his needs.
Sticking the to same brand of follow on as standard formula makes no difference.
Follow on became available when manufacturers became unable (because of legislation) to advertise formula direct to mothers. Follow on is allowed to be advertised, and every ad you see for follow on is a de facto ad for standard formula - hence the similarity in name, packaging, logo and so on.
Use it if you want to, but your baby will be no better off.