Speed matching in DCC

There might be something physically wrong with your loco. I'm not exactly sure of how the DCC decoder in the MTH loco operates the loco since its primary Protosound hardware is what MTH wants you to use. It may be that the tach reader on the loco is bad and the board cant get the motor feedback setting and it just takes off

As you can see, the Lackawanna on 128 speed step 9 and the Reading on 28 speed step 6 and they match all the way around the track. 

Yeah, that's pretty weird. All of my O-scale MTH engines are perfectly speed matched out of the box on DCC. They do use the tach reader in DCC mode. There is an option to disable it and run in 'pwm' mode, which as far as I can tell, is basically open-loop control. This could cause some pretty bad speed regulation. Maybe that got set somehow?

Check mechanicals, tach reader, etc. like Matt suggested.

I did have one of them with a lighting oddity that I fixed by doing the master reset on it (documented in the MTH manuals). Maybe try that?