It's a matter of how we perceive audio. Louder almost always sound better to us. The problem being there is a ceiling in digital formats. So we have pretty much expect our songs to sound compressed and limited like crazy. And it's def not better.
In fact as crazy as it sounds if you'll mix lower, you'll be able to get louder punchier clearer final mixes. It's worth learning how this stuff works. You may not say to yourself, "wow this song is engineered really well." But if your heads bobbing to it you kind of are saying that.