This all makes perfect sense. DTS is 4db louder than Dolby in playback. Therefore, it will always sound better unless you compensate with the volume control when doing comparisons. However, there are other issues when comparing...

Dolby is generally much hotter for bass. LOTR is a perfect example. The Dolby tracks on all 3 movies are ridiculous for bass, while the DTS tracks on the EE versions are more realistic (if that term can be applied to these movies), but seem like they have less bass at first listen. Also, DTS tends to have the bass spread out amongst the 5 channels, whereas Dolby tends to have more in the LFE channel. Not sure that point matters for this discussion, though.