Direct connect is always the best way to go, if you can.
Cassette tape, or RCA plugs, or 3.5mm plug in would be much better.
Strange about having to crank up the audio output on the Sportster unit all the way.
I have an Audiovox PNP2(about a 2 year old model), and I have my audio output set really low. Like the 2nd or 3rd notch over from the left.
Any higher and the sound is distorted.