I've noticed that too.. With Global Attenuation on, I can pull the squelch way back and it will pickup the Regina airport okay. Without GA on, I have to have the squelch way up at the 12 or 2 o'clock position and the reception is not very impressive.
Might just be my particular spot, with this particular radio...
I'd still say the PSR-800 is a good "general use" scanner, I just think the 396XT (for me) is technically superior.