It's not just about volume. Tracks mastered with a ton of compression trick your brain into sounding louder than they really are, which is great for a song or two (or if you want pay people to pay attention to your tv commercial), but for listening to a whole album it wears you out. If you have an album you love but somehow never make it all the way through this is probably why. The perception of full volume gets your lizard brain aroused, which is great if you're in the club, but not if you're in the mood to listen to the first three Led Zeppelin records in a row.
On the other hand, older recordings with more dynamic range might sound thin at low volume, but are much richer at higher volumes (you can hear the individual instruments better and feel the space in the sound). If you try comparing older and newer masterings at a good volume the newer mastering usually sounds kinda mushy.
Not only it wears you out, but it can be dangerous, especially in clubs. The longer you listen to loud music (can be just a few minutes!), the more damage is done. Having music with a wide dynamic range helps to have an overall lower volume and preserve ears.
In Sweden, night clubs have a different time period for sound pressure exposure limits than concerts[0] (15 minutes instead of 60), partially due to the difference in dynamic range.
Occasionally that's true, very often it's not. Looking at your second link, there's only one album that has been substantively remastered. (And that better mastering could have been distributed on CD or through iTunes, presumably they just didn't bother to do so.)
On the other hand, older recordings with more dynamic range might sound thin at low volume, but are much richer at higher volumes (you can hear the individual instruments better and feel the space in the sound). If you try comparing older and newer masterings at a good volume the newer mastering usually sounds kinda mushy.