There are many things that could cause the behavior you see. Is your filter settled before your perform your THD measurement? If each harmonic component seems correct but the THD too high, it could be because your fundamental tone is attenuated more than expected?
Can you be more specific and explain your concerns in more details? What is your measured THD and what would you like it to be and why? How do you know it should be that value? Eventually if you could post your VIs with input data saved at default that would be helpful.
