There's a couple of things going on when you turn the vol down on your guitar.
The preamp valve has capacitance. It also has a resistor on the control grid. The resistor and the internal capacitance of the valve form a resistor / capacitor circuit, or RC filter. The filter attenuates all frequencies above a certain point. The cutoff point is determined by the equation:
f = 1/2PiRC
Where R is the resistance and C is the capacitance, and f is the frequency above which the signal is attenuated by 50%. For a given valve C is fixed, and of course Pi is also a constant. But if you make R larger, f gets smaller. Make R smaller, f goes up.
The volume control on your guitar is in series with that grid resistor. So when you roll down the volume at the guitar, you're increasing the size of the resistance and pushing the cut off frequency, f, downward. You're losing treble.
It's worse with a humbucker equipped guitar because the volume pots with humbuckers are usually 500 kOhm, where single coil Fenders usually have 250 kOhm pots.
There are several things you can do to get around this. They are:
1. install a treble bleed circuit on the volume controls of your guitars;
2. change your Les Pauls to vintage wiring; and
3. install smaller grid stoppers on your amps.
Number 1 is simplest. You should probably try number 2 anyway as a matter of principle to see if you like it. Number 3 is something amp manufacturers should bloody well think about. I can't believe the stupid bastards are still putting 68 kOhm grid stoppers in amps in this day and age. Even relatively non-traditional brands like Orange do it. The friggin' Tiny Terror - a single channel amp with a single input!! - uses a 68 kOhm grid stopper. It's madness. Even on the old Fenders you didn't get the full 68 k because they switched in parallel. But they don't do that on the TT: to make a TT behave the high sensitivity input of a Fender, you'd need to replace that 68 k resistor with a 34 k. It's just stupid.
It's yet another example of the people who are pleased to call themselves amp 'designers' just slavishly following ancient lore. It might be because it's the way St Leo of Fender did it, or it might just be because they don't actually understand the circuits they're building.