There are TONS of concrete sealers that suggest using an airless sprayer, like our BondTite 1101.
Our AcryliSeal 3401 is a more standard solventborne sealer that can be applied by airless (for large areas), pump sprayers, or just dip and roll.
The point is, we have about 30 more sealers for concrete that all can be applied by various means and thicknesses... and... we are just one company. How many coats you will need depends on the porosity of the concrete. Our BondTite 1101 can typically be applied in just one coat... thick if you want to. Conventional solventbased products (like our AcryliSeal 3401) should be applied in thin coats as rt66jt mentioned. The same thing applies to waterbased products. Those types of products contain solvents or water that must evaporate for the film to form with any amount of integrity. Applying these too thick can 'trap' solvent in the film and weaken the coating to make it more subjective to peeling and chipping. Trapped solvent and water can also promote yellowing and film porosity (which defeats the purpose).
Anyway, most of these responses are given based on the perception that you are using a certain type of sealer by the poster. As I read them, I can tell what type of sealer the poster has in mind that you may use. And, their advice for that type of sealer would be good. However, there are SO many options these days and I want to stress... application depends on the exact sealer you choose... PERIOD!