Afaik Stotify normalizes the tracks by default and from what I gather that means it boosts the volume across the track and applies a limiter to roll off the loudest parts, which I guess should name them sound much flatter.

You’re not alone though, my gf reported the same thing so we’ve spent an afternoon comparing the same albums on Spotify and my Jellyfin collection. Same phone, same headphones, the differences listening to some albums were huge.