A value for THD on the neutral of a three-phase service is almost meaningless without other data to place it into context.
The THD is calculated using the magnitude of the fundamental frequency (60Hz in North America) in the denominator. If there is very little neutral current, then ANY measurable amount of harmonics will look bad, particularly the triplen harmonics (3rd, 6th, 9th, etc) because the phase contributions reinforce each other rather than cancelling each other.
What did you observe for the individual phase THD's? What are the three fundamental phase currents?
I have seen phase current THD's of around 3-4% on a nicely balanced 800 Amp service, with a neutral current THD of 1057%. It turns out that the neutral current was in the <1amp range, so the neutral THD was calculating out to a horrendous number. There was nothing wrong with the service.