I've recorded a lot of "classical" music. Orchestral music can get loud, but it's not the same kind of loud as rock or blues. There usually is a constant dynamic level with the more popular forms of music, but with classical music it's much more dynamic so levels vary. And, of course, it all depends on what sort of music we're talking about. Medieval, Renaissance, Baroque and early Classical music doesn't get all that loud. Things don't really get loud until about the time Beethoven shows up, and there's a clear explanation for that. As to how loud it gets in the concert hall, it all depends on the hall and where one is sitting in the hall. Listening to Mahler's "Resurrection" Symphony in the front row of Davies Hall was the loudest classical music concert I've ever heard, hearing the same piece in the balcony of the Dorothy Chandler Pavillion was nowhere near as loud.
I generally avoid playing Classical music really loud. In part, there's limits on how loud things can get in the small room where I listen. And I sit very close to the speakers, in an arrangement much like that for studio monitors. I know the volume levels are not as high as they can get with unamplified acoustic music, but it's easier to hear what's going on if the levels aren't that high. I've been listening to a lot of piano music lately, those recordings have some of the widest dynamic swings of all the recordings I have. This includes the historical recordings (1930s) I've been listening to recently.