Why did a digital HPF increase the gain of high-frequency signal?
The following coefficients $a$ and $b$ implement a second order digital DC notch filter : 

b = 0.9900   -1.9800    0.9900

a = 1.0000   -1.9800    0.9801


Whose frequency response is (y-axis in dB):



Given the raw-input signal $x[n]$ as a vector of samples in $x$ in matlab, you would apply the following line to filter it:

y = filter(b,a,x);


Note that the filter is not linear phase, hence you will have some phase distorions especially about DC frequencies... if you need a strictly linear phase DC blocking filter please indicate.

Given the raw data with the following plot:


The resulting filtered signal plot is the following:


It can be seen that initially there is a transient starting from a value of $0.428$ and takes some samples to stabilize to remove the DC. This transient is a direct consequence of long impulse response associated with the IIR filter. 

Shorter impulse responses would provide faster response, but more steady state distortions.

Assuming that a shorter filter would do better, here is another set of DC notch coefficients with shorter impulse response:

b = 0.9100   -1.8200    0.9100
a = 1.0000   -1.8200    0.8281


In which case the output becomes:


Clearly an improvement in dynamic response, but keep in mind that the steadystate response now gives more distortions.

You can even further get a quicker response with the following set:

b = 0.7000   -1.4000    0.7000
a = 1.0000   -1.4000    0.4900


whose result is:


Much faster response, but there could be untolerable distortions on the samples, depending on the application requirements.