Hi MadHouseINC,
I've setup a similar system for my father and have a few suggestions:
On the Beolab 2:
There are two switches on the back:
The Setup switch affects the relative volume between the subwoofer and the speakers, for your specific setup I believe the correct position is #2. A different position may make the speakers too loud/quiet compared to the subwoofer - (Ref English Beolab 2 User Manual Page 8, Beolab 3 sensitivity is the same as the speakers in the #2 category)
The Position switch affects the bass output of the subwoofer, free outputs the most, wall is intermediate and corner is the lowest - (Ref English Beolab 2 User Manual Page 9)
On the Sonos Connect:
There are settings to control the outputs bass, treble, loudness and volume, you can try adjusting these (Recommend disabling loudness by the way as the ABL feature of the speakers duplicates its function)
There is also a setting for the input level: if you are using the analog in on the back of the Sonos Connect you can adjust its volume relative to music. This is done in "Line In Settings" under "Source Level" . Higher level #'s will make this input louder, though if set too high the input will clip.
Volume limiting was introduced late last year, as Steve suggested, make sure this isn't enabled
On the Beolab 3:
You have them connected to the Beolab 2 using Powerlink MK3 cables, Left and Right switch settings are correct
The Position switch - same explanation as above, not as sure about this one but I set this switch to Free when connected through a Beolab 2, the switch position either doesnt matter, or doesnt matter much as it affects frequencies now being outputted by the subwoofer instead
In general:
Steves got it right, the Xiaomi and Sonos Connect may have different relative and maximum output volumes. If there are different EQ's, bass, treble or loudness settings between the two that may also drive that perception.
Anecdotally: I have only turned my fathers system to max volume on the Sonos on two occasions, both by accident.... I doubt I got that hearing back. Provided your space isn't very large the system should be loud enough if everything is working correctly.
Hope that helps.
Best Regards,
Hyponx