A higher resolution should look sharper, but if you have to drop other things to sustain performance (FPS) at that resolution, that can counteract the higher resolution. Lower texture detail or draw distance can make things look more blurry.
Also, if you are playing 1080p content on a 1440p dispaly, that can cause issues too. 1080p content doesn't scale directly to 1440p; it needs to be stretched or otherwise altered and that causes a loss of visual quality. If you play 1440p content on a 1440p display that is otherwise equal to a 1080p display, then it should appear sharper.
720p content does scale directly to 1440p because a 1440p image can be made from stacking 720p in a 2x2 composite. In that, you can get a bit of a paradox where 720p can look sharper on a 1440p display than 1080p does.
4K (2160x3840) is similar in that it can be made through 2x2 1080p and that is part of why TV is skipping the 1440p resolution for 4K; TV companies don't want people complaining about a drop in quality while watching 1080p content after upgrading to a 1440p TV.