Suffice to say that shouldn't happen. What kind of cables are you using? I've noticed some amps have problems if you try to use balanced cables in the loop and that standard guitar cables work best.
Does the loop work correctly with other pedal in the loop, even just with a standard cable? I've seen amps before that had problems with their loops, especially with with effects that include a bit of gain where they would start feeding back through the loop even at normal volumes.
Finally, what happens when you turn the send down, did that fix the problem?