Short answer:
Your DVD player and/or receiver may have a "night mode" setting. It will lower the volume during loud passages.
Long answer:
This is otherwise known as dynamic compression (not to be confused with data compression). You will have a drop in fidelity because compression almost always adds distortion (the same tool is responsible for making modern CD's "louder" but also more distorted). If you are sensitive to such things, you will also hear the volume "pumping," which is the word for when it moves up and down in response to a loud sound. There is always a reaction time for both lowering and raising the volume. Depending on the implementation, that reaction time may be noticeable. Some fast, sharp loud sounds may even "sneak in" before the compressor can react. Other times, you'll hear background sounds drop out for a second right after a loud sound stops. Lowering that reaction time often results in more audible distortion unless a really high-end algorithm is used, and you probably won't find any high-end algorithms in any consumer gear because the companies that make them charge hundreds of dollars for nothing but the software. So usually they use really slow times and it sounds pretty bad. But if you want to listen quiet once in a while, you probably won't mind.
TV stations do the same thing to movies (and everything else). Sometimes if there is a really quiet scene, you can hear the volume getting jacked up because all the sudden there is tons of hiss. Then someone talks, the volume drops and the hiss disappears for a second, then slowly reappears. Radio stations do the same thing, too. In fact, chances are that 99.99999% of all professional audio you will EVER hear has been run through at least one stage of dynamic compression, and probably many. The average kick drum or vocal on a modern album has probably passed through 4 or 5 different compressors before it reaches your ears. Maybe 4 or 5 before it gets sent to mastering!