Dunno if this is an iOS 9 issue or if it's present on 8.4, however user created radio stations are much lower volume than just playing the songs normally through Apple music. For example if I ask Siri to play songs by Megadeth the songs play at normal volume, however if I create a Megadeth radio station then the same songs from the same source (Apple Music) are a lot quieter like half volume quieter. This is the same no matter what output I use, headphones/speaker/Bluetooth/AirPlay. It's also odd that if you start playing a song and then hit create radio station the source song will play at normal volume but the rest are then much quieter. This does not affect Beats 1 as that's normal volume but it does affect the other Apple created stations on that list. Not tested this on iTunes yet to see if it's a problem on that but just curious to see if others suffer the same issue. I have already reported this to Apple and am waiting to hear back.