Always like this with RCA vs XLR. Technically, gain is the amount by which the input signal is multiplied. Gain is always fixed. Gain is fixed in amps, gain is fixed in preamps. You do not change gain other than by redesigning or modifying the amplifier stage within the component.
What you are seeing is not gain. It is simply different input voltages. XLR always because of he way they are wired result in greater input voltage than RCA.
Next thing to understand, the volume control is nothing to do with power or gain. All that control does is attenuate the input signal. What you are seeing is nothing more than the input from your turntable does not need to be attenuated very much to produce a lot of sound output. Your other components have higher voltage outputs and need to be attenuated more. I know this is pretty much the opposite of what everyone thinks so stop and let this sink in a while.
If you understand all this then you will realize there is nothing going on here but convenience. It simply is inconvenient to have to crank the volume knob a lot between components. That is all that it is.
Probably your best option to avoid this is to look for either a higher output cartridge, or higher output phono stage, or both. Pay attention to cartridge output in mV, and phono stage gain, and especially to how many mV input it takes to reach 3V output. Because that is what you want, a lot of input voltage coming into your preamp.