The issue could be related to high input capacitance of this MOSFET : 2530 - 3373 pF at 25V . I just compare to SFE: N-Channel MOSFET 60V 30A - COM-10213 - SparkFun Electronics which is only 1350 pF and 800 - 1040 pF for two types of their products.
As pulse getting shorter when value given to analogwrite become small, I think arduino output is not powerful enough to recharge capacitance in time. There are different freq. of PWM at different outputs, like 490 and 960, I'd try if there is noticeable deference in threshold (400) when effect become an issue, or even try to set lower freq. for PWM. Other way, is buffer output with special mosfet driver or BJT.