EDIT: *** SOLVED - See below ***
I am experiencing the same issue.
I have a Helix Floor unit, and I have presets in it that sound good to me when they are played through headphones, PAs, or even recorded or monitored in Audacity on my PC connected via USB.
I downloaded Helix Native, loaded it into Reaper, and imported those same presets into Native. I am connecting my guitar to the Helix Floor and using it as the audio interface to my PC via an empty patch. Clean tones sound the same in Helix Native in Reaper, but the dirty, distorted tones sound harsh and buzzy. They do not sound anything like the patches on my floor unit.
I've got to be doing something wrong. Any insights would be most helpful. Thanks!
EDIT: Resolution - the presets I imported from my floor unit used Impulse Responses (IRs), however when I imported the presets into Native, I DID NOT IMPORT the IRs, so I had IR blocks that were in my signal chain that were empty. Lesson learned - you must import your Impulse Responses separately from your presets and make sure they are properly assigned in the blocks.