Would be fun to see a video.
Could be a lot of reasons he keeps his nose out. Does it feel like he is bracing against the bit? If you take up a contact on one rein, will he flex in his jaw to the rein? Does he go this way at the trot?
Horses hold there nose at a certain angle quite naturally , and its a bit different for each animal. Also, to see at the distance he wants, for arena work, he would want to hold his head at about a 35 degree angle to the ground, I think.
That's one thing that people dont' realize when they pull a horse's head too far back, that they are making that horse unable to see very far in front of himself.
I would think you might want to work on getting him to flex his jaw more at the slower gaits and work on circles and bends where you ask for more flexion on the inside jaw using the inside rein.