Agree it seems not normal - so my first focus would be to work out what else might be making your instance of Pianoteq quiet.
Volume is a pretty well balanced thing in Pianoteq IMHO. It won't blow speakers on defaults, it is loud enough for new users to generally use without having to fiddle with vols. Humans can naturally mistake loudness for 'quality'.. I think Pianoteq judiciously walks that line as well as can be expected, esp. considering the number of instruments each being so different and all.
Here are some things I consider with volumes.. 1st is: "what is my goal?".. it matters. (just not sure of your use-case but it might jog ideas)
If you are trying to play/hear Pianoteq "like a real piano I'm playing right now in the room", then you probably should be mostly OK with defaults (esp. "Player" presets).
If you are seeking your dream "recorded piano album sound" for your music, like for outputting for other listeners/steaming etc., then you probably should also be OK with defaults as strong start points - and volume should be genuinely usable in any recording situation, and like dikrek mentions, esp. in the digital domain, levels are almost completely arbitrary once within a DAW.. you could raise/lower faders, boost pre or post in all kinds of ways.
I guess the next 'if' might be.. if, or once you solve some other issue there which is making Pianoteq not as loud as other sources, then if you want to crank up, or lower volume 'before' the main vol.. go into the FX section and use the slider on the right side there "Gain".. it's not super obvious, but it helps with the general 'gain staging' you might want... it will push audio harder through the main out, so the limiter may work harder.. but you could back the gain down (going for clean) and raise the main.. or back the main volume down (going for extra 'recorded saturation') and raise the gain.
A long while ago, a lot of posts were recommending turning down the main, and turning off the limiter (if wanting the cleanest piano sound possible to output from the engine). It's not unique stuff to Pianoteq alone - but certainly, if you hear it as too low in volume 'out-of-the-box', that to me indicates you may have some 'windows audio mixer' set low or something else.
Let us know how you get on - or maybe more info to help work it out.
Other things to consider.. if you're using ASIO audio (via your audio unit or ASIO4all - maybe something in their control panes?).. here's also a useful reference kit for anyone solving PC audio issues which is often my go-to recommendation for trouble-shooting things...
Glitch Free - from Brad at Cantabile software
Pianoteq Studio Bundle (Pro plus all instruments) - Kawai MP11 digital piano - Yamaha HS8 monitors