Yep, you're going to either drop your volume on your amp or your gain on your distortion and if you like your sound with distortion, it'll be the amp volume. Every room is going to be different. Just because a room is soundproof doesn't mean it makes your amp sound better. Evidently, your room at home has walls and objects that absorb a lot of the sound and disperses the rest in a way that helps your sound. The practice room, being soundproof, is probably more rigid and instead of absorbing and dispersing the sound, is making it direct itself back towards you and your guitar pickups, thus creating more of a feedback loop. If you're deadset on playing loud and killing your ears (I know, I was young once), maybe hang some blankets on the walls.
Marshall had an ad on the back of Guitar World magazine a few years ago that said it all. It had a picture of a hand grenade and the caption read, "Just because it's loud, doesn't mean that it sounds good."
