In pretty much every case when you sample from a virtual instrument the sound is passing through a filter. When the samples gets loaded into the Sampler its filter might be on by default. It's been a while so I can't quite remember.
If that is the case, your samples are getting an extra filter thrown on top.
As a side note, something you may want to experiment is sample the synth with its filters off, take note of their settings, and attempt to replicate them in the sampler. Be aware there might be some velocity or other kind off modulation control that you'd want to replicate too.
It won't be exactly the same, but leaves you more tonal flexibility in your new sample instrument. Worthwhile trying at least.