When I am listening to a radio station in my car I have to turn it up to hear it properly. Then if I was to put in a CD at the same volume level it will be significantly louder and I will have to turn it down.
almost all car receivers do this exact thing. the reason is because a radio frequency isn't as strong as the signal coming from a cd inside the player itself. the only way to balance the two out would be to buy an hd radio box for your stereo (if compatible) or continue to use it how it is now.