Sounds like the bearings may have been put up too tight. Or you are really putting a lot of muscle into tightening the through axle.

If wheel bearings feel perfect when the wheel is not clamped in or the axle tightened, then they usually will be too tight when installed with a QR. I'd think it would be the same for a thru-axle. IMO... of course.

Tightening the QR or thru-axle compresses the spindle the bearing cones are on. Possibly the cones, locknuts, spacers and such are installed wrong.