it may be that your amp's gain isn't intense enough to induce harmonics. a supplementary drive pedal does help boost the gain.
i went full circle, used to plug straight into the amp, then my chain became effects laden, now back to plugging in straight. a lot of it had to do with the amp, i started out with a small practice amp (i think many people here do likewise) & that doesn't help generate good tones/ at least what you wanna hear. after acquiring a good amp, then that's all that matters: guitar + amp = happy
ocassionally i do use my EQ + tubescreamer through the loop. it sounds better this way.