Contemporary compression came about in the late 90s as a dubiously "practical" solution to volume differences between MP3s. Unfortunately, it became an aesthetic choice of mastering style desired mostly by the labels, not the artists. And not just the majors; lots of indies, too. They wanted their releases to be louder than the competition and a "war" was born. Some acts did this relatively naturally through the sound they developed. A Hüsker Dü tune always blew away whatever came before it on the radio. Japanese noise and psych will hurt your ears because fuck you! that's the way they like it.
A lot of people think that CDs are compressed but that's a myth. In fact a CD can hold a much greater range of volume (dynamic range) than vinyl. A lot of older music on vinyl actually was compressed but very subtly, not the "brick walling" prevalent today. This was especially true of classical music. The producers of the famous Mercury Living Presence releases worked with the conductors to hold back on the fortes and raise the pianissimos so that they didn't have to ride gain (raise and lower the tape input signal as the volume changed), resulting in a more natural sounding record.
Unless a label is intentionally screwing over their CD customers, if a new release CD is compressed then the vinyl will be, too.
