At a pH above the pI of a protein, it has a net (-) charge and so should be retained by an anion-exchange column like yours. That said, you can frequently get a protein retained in anion-exchange at a pH as much as 1 pH unit below its pI if the charged residues are not uniformly distributed on the surface of its tertiary structure. That increases the chances that it has a cluster of (-) charged residues in a patch on the surface. The protein would then orient itself to present that patch (the "contact region") to the surface of the stationary phase. See: W. Kopaciewicz et al., J. Chromatogr. 266 (1983) 3-21.
A further development is evident in Luofu Zhang's poster (# TP145) from ASMS 2012. She found that another factor predisposing proteins to strong retention in ion-exchange chromatography is having a high percentage of charged residues of both signs, even if the pI is near 7. I suppose that increases the chances that a protein would have a patch of residues of the same charge.
In your case, I would omit the 20 mM NaCl from the starting mobile phase until you determine that your protein is adequately retained by the Mono Q column.