Actually, the more correct answer is that HD channels generally have Dolby Digital audio feeds, which not only include surround-sound, but also much more dynamic range.
Dynamic range is the difference between the loudest and softest sounds. When you are watching a movie or other "dramatic" content, having a large dynamic range allows the music and sound effects to add much more immersiveness into the content; it's a GOOD thing. A whisper is quiet, and an explosion is loud, and most dialog and music is in-between.
Where it becomes an issue is that other TV content needs less dynamic range, and decades of "experience" and habit has trained engineers and producers to "max out" the volume of this content.
This is especially true of commercials, which use massive amounts of dynamic compression to "flatten" the dynamic range, so that there is very little difference between the softest sound and the loudest sound. Then, the audio track is turned up to the max, so that the AVERAGE sound level of a commercial is as close to FULL BLAST as possible. This is done intentionally, as advertisers want commercials to get your attention, and they want to make sure you hear them even if you run into the kitchen for a soda or whatever.
The majority of SD TV programming is engineered, from an audio perspective, with little in the way of dynamic range, lots of compression, and either mono audio or stereo with not much stereo separation. The "average" volume is going to be "loud". Most HD content is movies or other dramatic programming, and much more likely to utilize a full surround-sound audio track, so the "average" volume is going to be lower. Over time, this will be less true as more game shows and tabloid-type shows move to HD; it is very likely that their audio engineers will maintain their affection for their audio compressors and keep those audio levels cranked up on their shows.
It's just something that you have to adjust to, just like having "choices" for aspect ratio.
TV used to REQUIRE lots of nasty compromises for different types of content. Want to watch a movie on your TV? Sure, no problem, we'll just hack off the sides of the picture, convert 24 frames to 60 interlaced format (introducing judder), give you a flat mono or, at best, stereo audio mix, censor it, edit it "for time", and place a nice "channel bug" in the corner for you. Yay! :sure:
Today, we can eliminate most or all of these compromises when watching movies with the right equipment, which is getting more and more common all the time. The trade-off for the huge improvement in the ability to watch movies at home as they were intended is dealing with new things that weren't even choices before: audio dynamics, aspect ratios, surround sound. It's the "price" of progress.