are they plugged into the same thermostat? I don't really follow what you are saying, exactly, about your wiring.

Just remember, wired in parallel means all paths have the same voltage. Wired in series means that all fw has the same current.

Think about it this way:

In your house you have two ceiling lights wired to the same switch. If they are in parallel they will always be the same brightness when you turn on the switch. Put them in series and the second blub is not as bright because the first bulb had a voltage drop across it.

Sounds kind of like what you are seeing.