How long has the beer been in the keg? Do you carbonate at serving temp?
I've found that with higher serving pressures the beer will initially seem carbonated but has poor head forming and retention. Given time (maybe a week or so) the head seems to stabilize.
What I think might be happening is that the higher pressure is forcing the gas into suspension, which is why the beer seems carbonated, but that it's not fully dissolved into the liquid when I initially tap the keg. The pour is good, the carbonation seems to be there, but I get a thin fizzy head that dissipates quickly. A week or so later, it's a different story.
So, maybe you just need to be patient?