Are you plugging in to the instrument jacks (1 and 2), or one of the others. The jacks look the same, but behave differently. 1 and 2 1/4" jacks are for instruments, and allow gain adjustments on the preamps. the rest of the input 1/4" jacks are line inputs, and bypass the preamps.
FWIW, I have always preferred the gain when using a direct box, and going into the interface via xlr from the DI.