Hi Stuart
Due to the way in which a steam locomotive operates, the exhaust sound (which is essentially what you hear) will change depending on how hard a locomotive is working at the time. This will also change between locos, since different locos will be working harder (or not as hard) at the same speed.
You will also hear a volume change as the train picks up speed, if you leave the controls at the same positions, as it will not be working as hard to pick up speed.
This should apply to both DCC and CAB modes, however I don't use DCC so much these days so it may work a little different.
Note, if the loco was built for TC1/2, TRS2006, TRS2004, or earlier, then the sounds may not work correctly (nor will the physics). For a steam loco to function correctly, the locomotive, 'enginespec' (physics), and 'enginesound' must all be for Trainz Classics 3 (trainz-build 2.8) or higher. The 'direct-drive 1' bogie (this should be the driving wheels) will likely also need to be build 2.8 or higher as well.
Regards