doesn’t matter where you get your music from, dB levels are dependent on the actual file. Cd’s will also have that problem depending on the type of music and the amount of diversity in dynamics.
You can try using programs that normalize volume of the music file (do a google search on mp3 volume normalize / maximize). however these algorythms do not do well if a file has a diverse amount of dynamics (very low volume parts and very high volume parts).
the more advanced approach is to get an audio editor and manually edit the dB levels of the file. Some editors have filters and effects where you can increase low dB areas and decrease high dB areas. than just apply normalization and the overall file should be pretty “maxed” out in volume.
But forwarned: if the original source is maxed (the mp3 file in this case) and the more the dB modifier (the volume dial) is increased, your likely to get distortion or overload when you listen. so if you do decide to edit the dB levels, find a good balance, and also be prepared to do it to all your music files, if your goal is to listen to your collection without having to touch the volume dial.