Well that sucks. I was hoping for a simple and easily correctable user error, rather than a defective room correction system. And it is an arguably disqualifying defect: you said zig (lower the HF) and Audyssey decided to zag (boost the HF). That's in essence, "eff the target curve you assign me, I'll do whatever the hell I want." Have you reported this bug to Audyssey? I would start there. It could be as simple as someone baking the wrong cal file into the program.
IF you have interest (regardless of the defect, you seem to be satisfied with the sound you’re getting, so I’d understand a lack of interest) one quickish way to see where Audyssey is defective is a rough microphone comparison: same speaker, swap mics keeping the capsule at same height, distance, and orientation. I don't think the Audyssey uses a weird pinout, so you should be able to plug it right into any computer or USB sound card mic in that accepts a standard 1/8" TS plug. Or just put them side by side if you have a stand that can do that.
Unfortunately I do not have a computer with a microphone input, or an appropriate USB interface, so I can't test this. In any case, it's pretty simple for me to "fix" the high frequency mismatch in MultEQ-X, either by adding another filter or cutting off the room correction at 4 kHz, so I don't personally feel it's worth spending more effort on it. I did always find it strange Audyssey boosted the highs; happened on every single calibration I've run.