I agree with wedo? A no. 9 is a perty stout blade to be makin' curves & turns with. On the other hand, like toneman & Mr. Wilson said, learn to look ahead of you where you're going to cut, & don't concentrate on the blade.
Most folks, if you read their posts close enough, have generally the same issue. They have trouble cuttin' a straight line, or turnin' corners or curves or designs of some sort, even lettering. The scroll saw weren't designed to cut in a straight line. It's purpose is to cut designs & shapes & odd curves you aren't able to cut on any other machine.
Which brings me to my next point. The sharper & finer the turns & shapes, the smaller the blade you should be using. Don't get frustrated with the situation, brother. Just keep practicin'. Just because you're cuttin' thick material doesn't mean you can't drop down in blade size & speed. The smaller the blade, the slower it will cut, but, you'll be able to make sharper turns & cleaner designs. All of my projects are done in 1/2" hardwoods. I use anywhere from a #7 down to a #2/0 blade. It just depends on the detail, the curves & situations involved in the project. A little piece of advice. No project of any accordance will not use just one size blade. Sometimes it'll use 4 -5 different size blades.
Hang in there! Like they said, make ya different shapes & curves & try different size blades to see what works best for you. Make sure to keep your tension right, or your blade will turn when you turn your project. ;)God Bless & keep scrollin'!