I don't know if this is a bad case. As a band you want to have your songs sounding as good as possible.
Fact1: A lot of bands make special masters of songs for radio broadcasting, because of the enormous compression on radio stations. Songs sound bad on radio, compared to a CD, but with a special master you can make it sound better.
Fact2: Most older records, which came out on vinyl, don't sound that well on CD and needed a remaster for CD.
Fact3: An awful lot of people listen to MP3s, so why not invest some time and money in letting your songs sound as good as possible on this medium?
I also think that a lot of bands and producers abandoned the idea of mastering as loud as possible.