I have a wired connection from Echo Dot (via 3.5mm jack to chinch cable) to my A/V receiver.
If I put the volume of echo dot to 10 (=maximum), though the volume is half as loud as my other input sources, like CD-Player, Bluray-Disk, Radio or ALL other sources.
E.g. the master volume of my A/V is set -50 dB a CD is heard at a comfortable volume. To get the same result with echo dot the master volume has to be set to -35 dB !!!
What type of cable are you using - is it a stereo 3.5mm jack plug to two cinch (phono) cables or something else?
Is it firmly plugged into the Echo dot?