Most people listen to classical way too quietly. Most classical music has a very wide dynamic range. Your volume should be adjusted so that the very quietest parts are loud enough to hear every subtlety and so that the loudest parts shake your bones.
A single trumpet playing at full volume is loud enough to cause hearing damage. An orchestra has several of them, along with 50+ other instruments.
Loud orchestras are loud enough that freaking cannons do not necessarily overpower them.
So next time you're listening to classical music (or jazz), crank it up, and discover how much more you enjoy it.
Unfortunately, you'll ruin streaming and radio, though. They're often compressed, ruining that huge dynamic range. Each piece will have a different level, so you'll constantly be playing with your volume knob to get it set correctly. Which is really hard if you've never heard the piece before -- is it supposed to be loud or quiet?
And if you're listening to the radio with the volume set correctly, the announcer will start screaming at you. I love the CBC's Julie Nesrallah's voice, but I can't listen to her program because they have her voice turned up way too loud. If they turned it down the program would be much more enjoyable, and people would enjoy the music more because they'd turn their radio up to hear her properly.