Actual retail movies and TV shows tend to use the industry standard audio levels so it's going to sound lower - YouTube videos more often than not have excessively boosted audio levels by default because most people just don't know how to mix things properly or use those audio level standards to help prevent distortion issues.
The downside of the Active is the speaker is a bit weak anyway so there's not really much you can actually do unfortunately.
And yes, I use Vudu from time to time, and Crackle, and a few other services (Netflix, Hulu, etc) but I don't watch videos without headphones or my IEMs because of that fact and the Active's speaker being so weak.