yes, when I tried rb dj I too realized that the output on the CDJ 2000 nexus is way lower than what I get from the usb stick.
Also in general rb when played on the computer (in normal analysis mode) sounds quite a bit lower than other software. Now I'm using Beatport Pro and Kid3 and both have a higher volume than rb.
I wouldn't say this is a bug, but it's a mildly annoying setting of the software.