The loudness war is where record labels turn the volume of a recording up to grab the listener’s attention upon first hearing
That's not the only reason for compression. Music is targeted for average inexpensive system (or boombox) that wouldn't be able to reproduce full dynamic range of the recording without distorting. Even compressed piano recording makes my small speakers at work buzzing. Downloading is good solution only for the people who use computer for playback - still minority.