All the individual tracks being sent to the master are probably just LOUDER when sent to Master (due to how you have things set up).
The human ear percieves LOUDER sounds as BETTER.
To test this (and disable all effects on the Master Bus and your sub bus for a proper comparison... including Prochannal and FX Bin) route all your sub bus tracks to the Master and note the output level on the meters. Then route them to your sub master (which should be routed to your master) and make sure the meters are gauging the same output levels.
They should sound the same.
I am talking about using the main output of the tracks. Not sends. A bunch of other stuff needs to be watched when using Sends like pre/post status, send levels and whatever.
The Master bus is just a bus exactly like your sub bus. Without any effects absolutely NOTHING will be lost or added between your sub bus and master in a digital environment if the levels are the same.
Essentially... your ears are likely playing tricks on you... or you are not using the same levels... or you have effects in there screwing things up.