I'm in Australia on android. Ads are loud across the board and I dunno if it's just the loudness but they seem to have way more higher frequencies than the song. The treble is so annoying, it's like having compressed air blowing your eardrums out. Friggen horrible.
I notice it with all ads. I'll either skip or stop using Spotify if I've run out of skips but to me it does seem like a marketing thing. I don't think it would be hard to implement at all. Just make the ads lower than average volume, that way it's not gonna get turned off, it'll be playing in the background and also, who knows, maybe it'll have a more subliminal effect and I'll end up going and buying health insurance or some other **bleep** I don't need
Your problem might be due to Normalized Volume. Go into Your Library -> Settings (top-right) -> Make sure 'Normalize Volume' is turned on. This sets the volume across the board to the same level, including ads.
If this doesn't work, try uninstalling, and then reinstalling the app to see if it fixes the issue.