It's an issue with gelatinization of wheat. You always see that wheat gelatinizes at mash temperatures but that's really for wheat starch. Whole grain wheat gelatinizes at temperatures closer to boiling (185-212). Crushed grain is going to fall in between and the more finely crushed your wheat the closer to starch temperatures you will get. However, without hitting a full flour composition you'll never get the same type of gelatinization in wheat that you get from crushed barley. At mash temperatures for typical mash duration you are lucky to get 50% gelatinization, which means you're only getting conversion on whatever is gelatinized plus the surface of non-gelatinized starches.
There is also research that suggests protein, for which red wheat is high, interferes with amylase and is likely further diminishing the efficiency of your mash. I suspect this is not a problem when using wheat malt, which is high in amylase, but is likely a problem in unmalted wheat.
Best way to get good efficiency out of wheat is to perform a cereal mash.