@Chrisd: Yeah that is a limitation of it for sure. You can manually scale the SubTools to offset this some but it still is just compressing the details as you have noticed :)
Now on to some Madness...
So I had a vast plan for participating in the InkTober founded by Jake Parker but recuperating from the Summit caused me not start that endeavor. However yesterday I was sent a link to a thread on the Keyshot forums by a guy named Mjb that was experimenting with custom gradient HDR images. (https://www.keyshot.com/forum/index.php?topic=13454.0)
So today I experimented with creating some images using this technique with ZBrush and Keyshot. The model was one that I created awhile ago inside of ZBrush for making some pinup models that never were completed ;) All the images below were Modeled in ZBrush sent to Keyshot using the ZBrush to Keyshot Bridge then had some quick gradient/photoshop noise overlays applied.