Well, generally speaking, earbuds are really small speakers sitting directly in the ear, so the volume is obviously going to be quite low. To fill a space outside of your head it's gonna need to be cranked.
If I hook up my Zen Nomad to my Yammy/M2s I also need to crank up the volume.

M80s/VP160/QS8s/EP350; M22s; M3s.