I have authenticated my domain with my email provider, and it didn't have the effect you describe. My open rate is drifting downhill somewhat, but that tends to happen as the list grows. I'm not seeing anything abnormal.
Different providers may handle the same issue differently. I use Mailerlite, and it has two options: authenticate all emails for me, and I'll manage my own authentication. The second one is supposed to be better and encounter the fewest problems with filters. That's the whole point of authentication in the first place. It would be odd if it had the opposite effect, and you'd expect providers to stop using it in that case.
Have you reached out to your list provider? Maybe there is some glitch on the backend that isn't visible to you but that they could locate. Though I've not had your particular issue, I have had issues in the past involving web hosting in which settings that were invisible to me were causing problems.