Look in the menu of your playback devices (not in the settings of the Plex app) or your soundbar/AVR for a feature called similarly to “limiter”, “compressor”, or “night mode”.
I’ve seen similar features in TV’s as well.
It’s also possible to apply this compression to the video file, using a script and ffmpeg. [How To] Downmix Surround Sound To AAC Stereo Properly (using FFmpeg Batch Converter)
TV stations do this pretty much by default. It’s particularly recommended when mixing down surround sound to stereo, because otherwise you often end up with a very soft volume.
If you use the Plex HTPC app on a computer, you can try the effect “live”: An on-demand audio dynamics compressor for PMP and Plex HTPC