It'll always sound different if you move away from your 'ideal' distance from your speaker.
The wavelengths of each frequency is the main issue here.
Lower frequencies (bass) need distance to hear them properly. As you move away from the amp, the lower frequencies become more pronounced. This is causing the 'blanket' you're hearing.
Think of a low-mid sub for home theatre. Stand close to it. Then stand further away; I bet you'll hear it better (and feel it). I notice this with my sub in the lounge. I stand next to it and it sounds low in volume and doesn't sound powerful. I stand 5 meters away and it hit's you in the head. It changes the perceived loudness of the hi frequencies from the other speakers, too.
Low frequencies have more energy and also travel further. High frequencies have less energy and don't travel as far as low frequencies; they 'die out' sooner. So the further away you're from those highs, the less you will hear them.
Think of this: You hear music that's 'somewhere' 10 houses away. What do you usually hear the most off? The 'doof doof' of the low frequencies. But if you were in that house, you'd hear pretty much all the other frequencies.
The sensation of loudness you perceive (or lack of loudness) is affected by the frequency and the distance.
So when you stand away from your amp, you need to re-EQ (treble up, bass down, etc.) and adjust volume.
What I've said is very basic and simplisitic. It doesn't take into account white noise, room size, room material, room absorbtion/reflection and a million other things that affect sound.
Another example: When you setup a home theatre, the perfect sound is to sit in one spot all the time. As soon as you move 1 metre this way or that way, there goes the sound. This is no different.
Quite simply, there's nothing wrong with what you think is an issue. It's perfectly normal. You just have to adjust for it.
