That sounds familiar. I have an older Denon 2809 and remember the same thing happening when I set the gain on my Paradigm DSP3400 at 1/2 the first time, so I lowered it to 1/4 to 1/3 gain and re-ran Audyssey which brought it closer to "0". My X4000 with the newer version of Audyssey (XT32) promted me before running the program, to set the sub "in the neighbourhood". Again, the sub ended up around 1/3 gain, this time beforehand.
I'd just lower the gain on your sub a little, then re-run Audyssey. Of course, every sub is different with respects to gain, some are more gradual then others. My Paradigm never needs to be set above 1/3 gain.
