Yeah, every amp has its own voltage gain (15dB, 17dB, 20dB, etc.).
So if your HK has a gain of 17dB and your external amp has a gain of 20dB, then the speakers hooked up to the ext amp will sound louder if all the speakers are set by the HK to have the same speaker level (like -1dB, 0dB, +1dB, etc.).
Like Adam says, as long as you use your HK to set up all speakers (hooked up to both HK + Ext Amp) and level matched with a SPL meter, then the FINAL speaker levels will all be matched even though the speaker levels for the Ext Amp may be different.
For example, the Ext Amp speakers may have levels of -2dB, while the HK speakers may have levels of 0dB if the voltage gain on the Ext Amp is Higher than the HKs.