The difference in amplitude between the loudest sounds and the quietest sounds is called the 'dynamic range.' The larger the dynamic range, the bigger the difference between loud and quiet sounds. In a cinema, having a big range in amplitude helps with creating the emotional response that the movie is trying to trigger - when things are quiet we focus on the details of the conversation, it feels more intimate and when things get very loud, we step back and see the full scene spectacle and we know the shit has hit the fan.
Unfortunately, this wide dynamic range does not play as well in a living room on your tv. Especially at night when you're trying to listen at a low volume so as not to wake up housemates, parents, children, whatever. But the dynamic range is preserved so that should you want to watch it with a lot of volume and get the full effect you can.
This has nothing, as some have suggested, to do with the number of channels. When you play a DVD/Blu-Ray through your tv, the sound is simply sent to 2 channels rather than 6 (5.1) or 8 (7.1) or whatever. Changing the number of channels does not change the dynamic range. It does mean you lose the effect of spatialisation, and to some extent the sounds will be less clear when there is a lot going on, but it doesn't change the volume.
Most popular music has very little dynamic range - this is why you can listen to it quietly or loudly and it more or less sounds the same. Popular music is 'squashed' to have this limited dynamic range because of a psychoacoustical effect which causes us to hear 'louder' as 'better' combined with the psychoacoustical effect of perceiving loudness over time differently than loudness in a momentary passing sound. The squashing of music to make it louder is known as the 'loudness wars' and is debated among sound engineers and music nerds all the time because the quality of the sound is degraded in order to gain loudness.
So, basically what needs to happen to make your movies less annoying is that the dynamic range needs to be reduced by squashing the peaks in amplitude and raising the quiet bits up to the same level in the same way that popular music has its dynamic range squashed. Some TVs have a 'night mode' which does this (to an extent). Not all TVs have this feature though - it varies depending on the quality of the TV.
The funny thing about all this is that the movie people care about the quality of the sound more than the consistency while music people care more about trying to stand out among the crowd of other, very similar, popular music by being consistently louder which means they produce a lower quality of sound overall. You would think it would be the other way around. But because the film-makers are trying to create an emotional response that changes over time with a story, they make use of multiple sensory modes across as much of the spectrum of those modes as they can.
Modern popular music (which is everything from metal to dance to hip-hop to actual top-40 pop) is generally emotionally stable - a sad song is sad the whole way through, a happy song happy, an angry song angry.. etc etc. Music also makes use of only one perceptive mode - hearing (although some would argue that bass music makes an effort at simulating a tactile response also). So it doesn't need to have as much variation.
This also explains the ads - the tv show is doing what the movies do in using a wider dynamic range and the ads are doing what music does in order to stick out by being consistently louder. Ads don't usually have too much of a gap between sounds and they all happen at the loudest limit they are allowed. So you are watching a show that hits a dramatic pause, things go pretty quiet and suddenly: ad-break - some guy is shouting about the greatest new tub and tile cleaner in the world.