The volume difference is due to the particular station broadcasting, making it had to normalize the volume without hurting the fidelity and dynamic range of the HD -- which is a major reason for having HD. If you are in an area where the HD signal keeps fading-out so that the AM signal has to take over, it probably makes sense to just switch the HD off. I typically just use the analog, since most of the AM stations are news and talk.

When I am on a trip returning to Chicago, AM 780 often would switch between analog and HD when I first got into range. And in the case of AM 780, there was not only a volume difference, but a timing difference of a second or two. Now that was distracting!