While we do employ a process to control volume on ads to keep them at or below the level of surrounding content, there are certain types of ads that don't go through that volume control process. This tends to happen most often on the web player.
However, whenever you come across these loud ads, please email us at email@example.com to let us know more details about the ad/brand and we'll have our Ads team check on the ad in our system. If it's indeed under our control, we'll get it run through the volume control process, and if it's not, we'll reach out to the ad partner and ask them to investigate on their end.
The same goes for ad placement -- we have a process in place to put the ad breaks at logical spots, but we process a lot of content and we don't always get things right. When you see ad breaks that are poorly placed, let us know and we'll get them reviewed.
Generally, though, we are actively working on ways to improve the ad experience for our users -- ads are necessary to pay the bills but we want to keep them as unobtrusive as they possibly can be.