Probably not the answer you wanted to hear, but I've run into this on many models. A similar thing can happen with windows too, where if the SHGC is really good in the proposed, then the building can't take advantage of the "free heat" in the winter. However, you should see a net savings when you consider all end uses together (i.e., your lighting and cooling savings should outweigh the extra heating required).
Without knowing what type of HVAC system you have, a few things that come to mind to check are:
5,700 GJ is a very large lighting consumption (assuming you're in the USA and use a comma as the thousands separator and not a decimal point). What size and type of building is this? I would check your lighting W/ft2 to make sure it was created correctly. This value should be on the order of 1 W/ft2, and ASHRAE 90.1 chapter 9 has a table that shows the differences in baseline requirements by building type.
If you have a VAV w/reheat system, are you able to run a more aggressive supply air temperature reset schedule to reduce the load on your reheat coils (allow the supply air temperature setpoint to be higher in winter)?
Along similar lines, is your baseline supply air temperature setpoint correct according to whatever version of ASHRAE 90.1 you're using?
Are you bringing in more outside air than is required by code during the winter? This will result in a larger heating load to condition fresh air rather than recirculated air.
Hope this helps.
