New Cabinets with Waterspots

Hi! I recently installed new maple cabinets and finished the bottom cabinets with milk paint from the Old Fashioned Milk Paint Company. I put on a coat of buttermilk mixed with a bonding agent, then two coats of green. We rubbed and sanded through and then sanded the final coat down until they were smooth, wiped them down to remove the dust, and then applied Watco Danish Oil according to the directions. Anywhere liquid falls on the cabinets, I'm getting white water marks. Should this happen? What did I do wrong, and if nothing, what can I do to fix the problem? I had wanted to avoid polyurethane, but if I have to do that, I will. The can says that you can put Varathane Diamond Finish over it. Is that the best/only urethane to put on it? Any other suggestions would be greatly appreciated. When you reply, replace the AT with @ and the DOT with a period. Thanks!