I've noticed it but can't say specifically why it happens. I rarely have a need to use SDR-Console/Radio for monitoring any digital comms formats (I still use SDR# for that purpose) but whenever I have used it for doing that task I still get clean decodes using DSD+ even in spite of the lower signal levels (meaning the baseband audio signal passed from the app over the virtual audio cable to DSD+, not the actual radio signal itself).
I know that SDR-Console/Radio has pretty much my favorite "audio quality" for monitoring, however - whatever the developer(s) chose for the audio filtering and emphasis parameters gives it a beautiful tone that's not harsh at all on the ears. I do pretty much 99% of my monitoring with headphones on and it always sounds fantastic regardless of what I'm listening in on (AM/NFM/etc).