Tomato paste acts as a flavor enhancer and also a thickener in the sauce. Also, your sauce will thicken as it simmers on the stove. If you've given your sauce plenty of time to simmer but would still prefer a thicker sauce, you can add a cornstarch slurry (1 part cornstarch to 1 part water whisked together; I'd start with 2 Tablespoons of each). Make sure to mix the slurry into your sauce very well to prevent any lumps.