The inputs are probably set at different levels. Like calibrating the speakers, you should be able to increase/decrease the level coming from each of the inputs.
The VCR input is probably matched to give the same dialog volume as the CDP. Of course, the CDP has a higher dynamic range, so it would need a different setting than the VCR.
The VCR input is probably matched to give the same dialog volume as the CDP. Of course, the CDP has a higher dynamic range, so it would need a different setting than the VCR.