Hormones and temperature play an enormous role in coat texture. If your Sheltie has been neutered or spayed, the coat will be softer and silkier (sometimes woolier, in bitches). Likewise, if your dog spends all of his/her time in the house with you, the coat is going to tend towards being soft, thin, and drapey. The benefits of having your dog "fixed" and keeping your Sheltie in the house 24/7 far outweigh the gains of a coarser coat, in my opinion, unless you are actively pursuing a show career for your dog.
There are some shampoos that are marketed as being able to make coats coarser (the terrier folks use them), and they might be worth considering.