This is a bit about earplug effect after domes. If this isn’t overcomed by gain from hearing aid, you could lose benefits from the REUG (effect from tour earlobe and ear canal resonances).
So, in your case, you have probably underfitted REAR (Real Ear Aided Response) which could be poorer in some frequencies than REUR (Real Ear Unaided Response).
There is some differences betweer “Gain” or “Response” e.g. REAR and REAG, which measures sound from hearing aid turned on, but with different philosophy. Or REUG vs. REUR.