Unfortunately it's not practical to do this for most people who have neighbours. I don't want to hear your classical music polluting my sound-space as much as I would some Techno or Heavy Rock at full volume (both of which are also more enjoyable at loud volumes).
And if you're listening in a car, then digital compression is the least of your audio problems.
And if you're listening in a car, then digital compression is the least of your audio problems.