Hi Salbert,
With digital being what it is, if you hear different levels from a song to a project or other things like from a song to a different media player it's almost always the case that there is some other influence affecting the apparent level. That could be plugins, level trimming of some kind, audio device settings that change, or some other influential thing.
To test the consistency of levels between the song and project page do this...
1. Open a new song and drop a Tone Generator on it to create a new track.
2. Set it to generate a 1k tone at -10. Play it and listen to it.
3. Click menu Song > Add to Project, and it will add it to a new project and render the tone.
4. Listen to it in the project screen, it should sound the same apparent level.