I can attest to the same problem with my last 2 Sony head units. I currently have a CDX-F7715X in my daily driver and it does the same thing. It actually seems that the radio volume is low rather than the CD volume being high. When I listen to XM the volume is on par with the CD volume. I can't remember the model number of the Sony it replaced, but same story (minus the XM as that was a recent addition.) I just turn the volume down when I switch. Annoying yes, but I haven't found a way around it.