I think this is mostly down to the "realism" that is created in a lot of movies... not to mention the music, background noises, etc.

Older TV shows (and many movies) were done more as closed set stage shows... often more emphasis on understanding what is said was made than making sure the feel/drama was best expressed.

I find myself turning on captions a lot these days... it definitely detracts from the viewing experience, but not as much as having to crank the volume to crazy levels.