I have several reasons. First I'm a metal head so I always listen to rock and metal plus a little dubstep. Songs like that can't be listened to on low volume, it just doesn't work. In fact I can't listen to any metal song without a speaker that has decent bass. It's like if you listen to a song with heavy drumming on your cellphone, it will just sound like clicks. So yeah, you need to have it loud so you can feel the bass of the drum and guitar, and then also be able to hear the singing. It's just the way the music is designed to be listened to.
And the second thing is that I'm partially deaf with 2 hearing aids, so naturally I always have music louder :D