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Brush definitions have 3 settings for Wet Edges:
Do not set Wet Edges
Set Wet Edges
Do not change the Wet Edges setting chosen by the user or specified by the last brush used
You're probably seeing brushes that use that last option. These are brushes where you might want the setting either way, so the brush leaves it alone.
The first two options are for brushes where the brush creator has decided they won't work will with Wet Edges, or won't work well without Wet Edges, so they force the setting initially.
