I'm a huge electronic music fan (and of much less commercial stuff than my example) so it's not a slight on it at all. The problem isn't the style of music. The problem is that DJ's play recorded music and all recorded music (regardless of genre) is heavily compressed so has much less dynamic range. A live band will be much less compressed so there will be much greater and more frequent variety in volume. If a metal band were to get up and play their CD instead of playing live the same issue would occur.

A funny thing regarding compression: I realized I'm even accustomed to it (to some degree).

If you listen to classical music (e.g. recordings of "Das deutsche Grammophon"), you'll realize that often, the opposite effect is true: The music has such a high dynamic range that you inevitably have to raise the volume in order to be able to discern the details in a pianissimo-part, which makes the fortissimo-parts deafening. So, there are not only upsides to low compression ;-)

Maybe that's how the pianissimo sections are supposed to work. They're quiet so that you have to pay close attention and strain slightly to hear them so that when the forte part returns you are giving it your full attention :)

I feel it has at least something to do with the style of music and culture, it can't entirely be due to compression. There is a unique obsession with overwhelming, earth-shaking bass in electronic music. Sure, metal bands can be loud, but they're usually working in somewhat higher frequencies, and I do think the music itself generally has more range. The constant thumping sub-bass of house music is going to travel a lot further and be more noticeable.