This seems like a silly topic but clearly it actually wouldn't be a bad idea for them to do it.
There's two reasons:
It's loud. This may be obvious in hindsight, but it's partly as simple as that. Digital audio is stored as a sequence of numbers that represent the waveform. Most videos will not take full advantage of the entire range and thus, if you set your system volume such that they sound about right, videos which use more of this range, or indeed all of it, will obviously be louder. As an aside, this is why I recommend using a compressor with make-up gain to raise the volume of quiet videos rather than turning up your system volume - that way when a louder one comes along, it's not actually louder at all.
It's distorted. It's well known that high-quality audio products make listening more pleasurable to the point where you can turn them up dangerously loud without realizing it. Obviously this effect extends in the negative direction as well - highly distorted or poor quality audio will be grating to listen to and feel louder than it is.