Differing loudness has always been an issue with records. What the record sounds like has always been up to the artist, producer, engineers, record company, and so on. For an LP/Album, they'd strive to make it consistent across all the tracks…but they didn't care if the loudness was different from other records.
If you grew up listening to music on commercial radio the loudness difference wasn't that noticeable because radio stations run their output through a lot of compression and limiting ("brick wall" limiting)…making every song the just about the same loudness coming out of your car or home radio. Depending on the record, this could also dramatically change (for the worse) the intended dynamics of the song…but everyone just kinda went with it.
Now we have streaming of the original recordings without all the compression and limiting and jumping from song to song from various albums is jarring. Things like "Soundcheck" try to level things out (it's just an overall volume adjustment with no dynamics processing) but nothing does it like the old sledgehammer of compression and limiting.
Unless Apple offers up another setting that squashes the music like radio does you'll likely just have to live with it.
In macOS or Windows, you could feasibly route the output of the Music app through another app…which would perform the compression/limiting…and then out to your playback device.