Because in order to get the best dynamic range while listening to diverse music, you need to detect the loudness of tracks and albums and adjust the gain of each track/album accordingly. In order to have room for the music player to adjust the volume higher for quieter tracks, you need to apply a "pregain" to lower the volume overall, while turning up your speakers to compensate. This solves the problem, but by doing this, your music player will generally have a lower volume relative to all other applications on the system, meaning that it generally will be desirable to turn down application-specific volume knobs accordingly.
More information: https://www.youtube.com/watch?v=iuEtQqC-Sqo