Sounds like you got crappy buffalo. My hometown has a buffalo farm, and they sell their meat in our IGA. it's slightly more expensive than beef, but has about 25% of the fat of ground beef. (Buffalo is similar to Emu in fat content)
http://www.healthybuffalo.com/nutrition.htm
I've had best results with grilling over medium heat. Generally for a beef burger, or a steak, you sear at high heat, and then reduce heat for the maximum tenderness. Buffalo works best with medium heat.