I have the same question. My 6s changed volume with the ring level, but this new Xr doesn't.
[doublepost=1540844110][/doublepost]If you're using the bedtime section of the Clock app. Up in the top left there is an "options" button. In that menu you can change the "wake up sound" volume.
It is loud isn’t it, I had to change my alarm tone to a quieter one, I now use “Reflection” from the alarm tone section as it’s quieter than most of the others.
Mine was loud too. I adjusted Ringer and Alerts slider and it lowered it. I still can't believe Apple combines the audio levels of ringers and alerts. That's so stupid.