It could be several things that affect the performance of your loop.
The first thing I would do would be to look at the background noise level and compare it with say 80m and 30m. 80m should be the highest figure, 40m next and 30m the lowest.
It that test checks as expected then maybe it's the time of day that you listen to 40m . I've always thought of the 40m band as being like Dr Jekylll and Mr Hyde! It can vary between a local NVIS band in daytime if the sunspots are high enough to an all out DX band at night If the daytime sunspot figure is not high enough then there is usually very little activity in daylight.
Another possibility is that it's being affected by your EFHW. I would hazard a guess that it's resonant on 40m. If so it's possible that it's blocking some RF on 40m from reaching your loop.
This can also work the other way. I once tested a version of a MiniWhip antenna which gave outstanding results on 40m. It was only later that I realised it was 2m from the end of a 40m dipole and it was capacitively coupled to the end of the dipole.
The immediate surroundings of an antenna can have some strange effects on it.