Many receivers have an option to decrease the dynamic range of the sound, which, in some receivers, is called a "night" mode or some such thing. You will want to look at the manual for your receiver for this. Select it, and it will decrease the difference between the loudest sounds and the softest sounds, thus decreasing the difference between the dialog and the music.
As for your question of "what is wrong?", the people who mix the soundtrack can do anything they want regarding the relative volume of things. You may not like their selections, but that has nothing to do with the functioning of your equipment.