Headset question - handlebars sticking straight ahead

[moose8]

I just switched the stem on one of my bikes and when putting the new one on I noticed the handlebars really want to go straightforward - imagining straight ahead being 0 degrees, the handle bars turn smoothly 45 degrees either way but really catches while straightforward. It is a threadless headset. I didn't notice this before I switched the stem, but that doesn't mean it wasn't happening. Does it sound like the headset is bad? Or I adjusted it wrong? I loosened everything and it still catches going straight without the star nut cap or stem attached. It probably only has 1000 miles or so on the bike, so I would be surprised if it was wearing out. Thanks in advance