Why does my car auxilliary jack have to have the volume turned way up?

I’ve put (aftermarket) SiriusXm radio in my new car, with an audio cord going from the “audio out” to the “aux jack” on the car. I’ve tried two cords now, because I thought the first one didn’t work. It turns out, I just have to jack the volume way up on the stereo system and it works just fine. But I’m afraid that I’ll forget to turn the volume down when I get out of the car and then blow out the speakers (again) with the regular radio when I get back in.

I am doing aything wrong with my set up? Is there any way I can adjust this?