Are you using dark malt extract? That could be an issue.
When I use extract, I use Breiss Pilsen DME. It's the lightest and most fermentable extract I have encountered. To make a stout, I simply use all the dark grains you would normally use to get the color I want.
I've had no issues with attenuation with Breiss Pilsen DME.
Interesting - i usually use their Pale extract which does seem too dark. 8°L if I remember correctly
If you look at the spec sheets for the Briess DME, you'll see that for a fixed volume, the color goes up with gravity. For example, for their Pale Ale and Golden Light extracts, the colornin °L is 3, 4, 5, 6, and 7 for 1.020, 1.030, 1.040, 1.050, and 1.060 respectively.