Your sphere isn''t a perfect sphere. It really is stretched in the z direction.
Imagine a box:
++++++++++++++++++++++++ =====\ ||=====\ ||||+++++ |||+++++ ||+++++ |+++++
When viewed straight on it looks like a square, but when viewed not straight on it becomes long.
Somewhere in your code, you are scaling your sphere. (Maybe you are calling glScale() somewhere?)