YouTube (and most other streaming sites like Spotify etc) use something called ReplayGain. It's essentially a tag that specifies the calculated average loudness of the video/song/whatever (this number is calculated at upload time).
Upon playback, the official YT client knows to use that tag and adjust its volume level accordingly, but I'd imagine either the tag isn't getting downloaded, or perhaps MKV doesn't support ReplayGain tags natively.
It's disgraceful that even major movie studios often do such a bad job with audio mixing that I indiscriminately run everything through a filter. This is not a problem with the files I'm using; I find the same thing in the theater. C'est la vie.
Volume / Normalized 100% / 100% (content loudness -0.2dB)