The shape of the EQ can make things sound more or less saturated. A mid scooped tone usually sounds higher gain than a mid forward tone.This might be psychoacoustic, but anybody else feels like changing the BMT values on some amps is also affecting the amount of gain? (Not talking about the Mark series where this is kind of the intended behaviour) I spent some time with the SLO and CCV so far and found this to be the case, but not sure if I am just hearing things that aren't there.
Also it can really increase the saturation if anything after the EQ is clipping. The Mark series as you noted (and fender amps and anything else with EQ before the overdrive circuits) clearly does this because the EQ is before all the gain stages, so boosting the input with EQ clearly adds gain. But other amps with a more traditional highgain post-gain stages topology like Marshalls, SLO types, etc can still do this if the Phase inverter is clipping, or the power amp is clipping. The SLO usually defaults to enough master volume to overdrive the power amp some, and boosting the highs would boost the highs into that overdriven power amp. Try reducing the Master until it no longer exceeds the headroom of the power amp, then see if you still hear the same thing.