The problem can only be that TH is giving a lower throttle signal than the stick is giving. The ESC has calibrated itself to the TH signal so it sees the stick as a part open throttle. Check the monitor screen to see what actual output TH and closed throttle give.
The DX6i had a problem with this which is why i asked (but I think you are on a DX8?). The solution with the DX6i was to set the TH throttle % at +10%, then re-calibrate the ESC. I don't think you had to do that with the DX8 but i could be wrong, I never flew helis on my my DX8 so cant say for sure.
Other thing to check is that you havent got any funky mixes set up that make throttle output less than zero when TH is activated.