I will second what TxJim said. The bale sensors watch side to side size, not center to sides. In thinner hay you maybe having the middle big and the sides small. It will look uniform on the monitor as each side is even but the bale is soft on the ends/sides.
Several things to do:
1) Go as fast as you can and still pickup all the hay. These balers are made to EAT hay fast. Poke around and they will not do as good of a job. In thin hay it is common to bale at 9-10 MPH if the field is smooth enough.
2) Get your bale started. Then go to one side until you see the monitor show that side being bigger than the other. Then go to the small side until you see it catch up. Then fill the middle a while. When you go back to a side stay there until you see it effect the bale shape on the monitor. This will make the sides have more hay and be tighter.