Was the amount of wort collected the same or comparable between the two batches? My concern with double milling is that you are not only more finely crushing the starchy portion of the malt, which aids extraction, you are also further pulverizing the grain husks, which increases lauter time and reduces lauter efficiency. I can't help but wonder if the increased S.G. of lautered wort is a result of better mash efficiency, or of reduced wort volume, which would probably mean the final wort had a higher percentage of higher SG mash runnings, and a lower percentage of low SG sparge runnings.
I brew with a bag, but batch sparge. Several years ago I got curious whether running the sparge through the grain bag a 2nd time would have any effect. I don't remember what kind of whack-a doodle too much blood in my alcohol system theory was, but I went ahead and re-ran the sparge lauter through the bag - 2 or 3 times. The net result was that each subsequent run netted an extra 3 to 5 gravity points. I wondered for some time what was the scientific explanation behind that, but with only a handful of still living and functional braincells, I don't have the bandwidth to decipher this great brewing quandry.