Gale - I have noticed even here, in Central FL, that some of my seedling blooms will also do that. I just feel that certain cultivars were bred such that they only open fully in the heat. If it is just a little bit cooler or overcast they refuse to open up completely..... Great plants for the extreme heat in the summer!
Since yours performs so well except for opening up fully, I would indeed cross-pollinate it (both ways) with one of your best looking blooming daylilies. Hopefully, they are compatible. Or you could go all out and try pollinating with as many of your better bloomers as possible. You are bound to get your most desired traits in some of those children seeds/seedlings. Good luck!!!