Is this all BGM or a specific one? I find that the default volume for the included audio assets (given that my Windows volume is set so that system sounds and YouTube and such is at a comfortable level) is a bit loud.
If you're using Windows 10, while you're playing the game you can right-click on your volume control and open the mixer, make sure MZ/nwjs hasn't been turned down relative to the other things.
Aside from that, if you want it louder and you really don't want to just turn your computer's volume up, you could open the sound files in Audacity and boost the volume...but you might be blasting out your players.
I'm curious what other people say, which of us have a more typical experience (MZ is softer than MV, though. MZ is just a bit loud, MV I have to turn everything down to, like, 40% to be at the level of the rest of my system).