This isn't always the case though. This month's Sound on Sound has a piece on the latest Metallica album (I think it's still behind the site paywall unless you're a subscriber) -Pat Gleeson wrote:
Again, I agree. The problem is that the so called 'loudness war' has meant mastering has become so loud that vinyl - with all the limitations you have outlined quite correctly - have to use quieter masters than the superior digital formats. .
I've never listened to Metallica in my life, but I gather the previous album was one of the most infamous examples of "brickwall mastering" ever released, and really brought the "loudness wars" to a head.
The producer of their new album says they only supplied a single master, there was no special "vinyl master" created, so he was bemused that people had been saying the vinyl sounded better than the CD on account of the "vinyl master" having been created with more dynamic range.