I've noticed it too. I fixed the problem on one TV but not the other. Go into Audio settings and put the dynamic range to High. This solved my problem on one set but for some reason has no effect on my other one, so I'm stuck. Try it and let us know.
Doesn't do any good if you're using the digital audio (coax or optical) outputs to a home theater system - they are unaffected by the compression or STB volume settings.