[Pampero]

Going from a balanced output to an unbalanced input or vice versa will cost you 6dB of gain.
Splitting the signal can do this with some caveats about the actual amount of loss. That varies according to the degree of impedance mismatch which will be different for different gear. This assumes there is no way to make that gain up using a line stage amplifier with variable input (or output) gain capability. I don't know what your associated equipment is, the configuration or connection scheme or the characteristics of your gear, only that you are using a Y cable. But in general, a variation in gain to the next input or output stage depends on a few factors, key being related to impedance and input/output matching.

It helps to know what equipment you use, the cabling (type...balanced or unbalanced) and which outputs and inputs, ( their characteristics) you are connecting. It's sometimes the case that the connector might seem to be balanced (an XLR for example) but the actual circuitry behind it isn't. This will create a loss, typically 6dB. It's more common than you might think since it costs more money to design and build true balanced circuitry than it does to just add a connector as a convenience and say you have balanced connectors. Which is true as fas as the connectors themselves are concerned but is really only half the story.

It's likely one or more factors are in play to cause a loss of gain. To recap, going balanced to unbalanced and vice versa or having created an impedance mismatch (the Y cable could do that by splitting the signal thus altering the system impedance at that point) being the usual culprits. You may not notice it on the sub which has its own input gain stage but clearly you do on the mains where makeup gain needs to be added to obtain unity through the system yet the ability to do that may not provided.

If your gear is robust and doesn't mind working a little harder, it won't be too devastating and you can adjust gain at the sub to help with a smoother transition to the mains. However, impedance mismatches aren't always linear (by frequency) across the audio band so there may be a small difference in FR as well as gain. There is also the real potential for an increase in noise when make up gain has to be used. Such might or might not be objectionable to you depending on the clean voltage gain your preamp is capable of, the system's basic noise floor, how hard you push your rig and so forth. So yes, you could be losing some gain depending on your connection scheme and equipment.

I usually try to avoid Y cables unless that's the only option. There can be worse sins in audio connection land but it's a possibility your system isn't capable of being optimized for unity gain given the connection/.circuit types, cables and architecture as you now have it configured. This is not that uncommon but isn't always addressed or recognized in home audio where measurement and correction of the signal level (gain) in absolute terms are not usually attempted by the user.

In pro systems, a 6dB loss of gain will be accompanied by gnashing of teeth and frantic searches for the reason why.