There may be a couple things happening there. First, Dolby Digital and DTS tracks included on DVD's are intentionally mixed much lower than other sources to preserve headroom and avoid clipping during sudden loud passages. As a result, DVD's will typically be as much as 10dB quieter than other sources.
If you switch between digital and analog output from a given source and experience noticeably different volume levels, I'd suspect the source primarily - especially for multichannel digital sources that must be decoded and downmixed before being output as analog stereo. I haven't noticed it myself, but I have very rarely switched between digital and analog output in this manner.