As amazing and sensitive our sense of hearing is, it is insensitive to certain aspects of music at low volumes.
1. Dynamic range - when you listen at low volumes, loud passages aren't loud
2. Frequency extremes - our ears can't' hear deep bass frequencies or extended high frequencies at low volumes very well.
3. Harmonic overtones - harmonics, and the "feel" of the space of where the music was performed is lost at low volumes.
This is why music is played loud at shows and for demo purposes. Although I agree that most tines the "demoer" overdoes it.