Efficiency always suffers for high gravity beers.
Sugar moves from where there is a lot (grain) to where there is less (sparge water). The difference between the amount in the grain and the amount in the water dictates how fast the sugar moves from the grain to the water. The first portion of your runoff will be extremely sugary. The more you sparge, the more dilute your water will become. If you want a high gravity beer, there are two options:
1. stop when the wort you have collected has the sugar you want (leaving a lot behind in the grain)
2. Use more sparge water and boil off longer to get the sugar concentration up.
I always did #1 above (like you did). If you taste your mash after you sparge a big beer, it will still taste sweet. This always bothered me--a lot--
, and then I read about parti-gyle brewing
Make your Imperial Stout, then sparge with another 8 gallons and make a brown ale or porter.
Here's an imperial stout, porter, braggot I have fermenting.
British Pale 33
Roast Barley 2
Choc. Malt 1
Black Patent 0.25
Sparge with 7 gal. - Imperial Stout (O.G = 1.099)
Sparge 2 with 7 gal. - Porter (O.G. = 1.072)
Sparge 3 with 7 gal. - Brown ale/Braggot. For the braggot, I added 5 lbs of honey at the end of my boil. I'm not sure if that makes it a real braggot or a honey brown. O.G. = 1.057)