Comentario oficial
the DJM-900nxs2 has a Master Attenuator (-12 dB, -9 dB, -6 dB, -3 dB, 0 dB) and a Peak Limiter (On/Off), both of which can be set in the Preferences (se first screenshot below). but in this particular case i don't think either explains the issue you are experiencing.
if you hear the same volume change when using headphones, the volume change you'are hearing is probably in the track itself (or an artifact of encoding).
check out the Block Diagram on page 23 of the DJM-900nxs2 Operating Instructions manual and you'll see both the ATTENUATOR and the LIMITER enter the signal path after the CUE MONITOR/MASTER is sent to the HEADPHONE OUT (if I'm reading the diagram correctly). (see second screenshot below)

