Actually you kinda do. In an orchestra the conductor is the sound guy. He tells everyone how loud to be. You wouldn't last long playing too loud in an orchestra! Same with opera singers. Some of those guys can sing VERY loud, but they're competing with an entire orchestra.
Having said that, it used to piss me off when I would get to my regular gig and set up my gear and there was one guy who told me I was too loud before he had even heard me play! Our usual mixer wasn't there that night. Our usual guy would always say "You're never too loud. Play it where it sounds good" and so I would set my amp's volume at the right level to hear myself over the drums but no louder. It wasn't so loud but it sure sounded good. So this new guy just looks at my amp as he sticks an SM57 in front of it and says "You're too loud".
Having said that, it used to piss me off when I would get to my regular gig and set up my gear and there was one guy who told me I was too loud before he had even heard me play! Our usual mixer wasn't there that night. Our usual guy would always say "You're never too loud. Play it where it sounds good" and so I would set my amp's volume at the right level to hear myself over the drums but no louder. It wasn't so loud but it sure sounded good. So this new guy just looks at my amp as he sticks an SM57 in front of it and says "You're too loud".