Body and gravity

I brewed up a extract batch of a milk stout about 3 months ago. Kegged, carbed, and ready to drink. Used 1lb lactose which helped get the gravity to 1.024 which is on the high side for the style but its on the low end in terms of body/mouthfeel and head retention. It makes sense that a higher FG will increase body but it seems other components play even more of a role than just gravity.

Do ingredients like maltodextrin. oats, etc increase body more than what is captured in a gravity reading? Two beers with the same OG and FG may vary drastically in their body, correct?

Yes. It depends on many factors, including grain bill, mash temperature, yeast selection, and several others.