i've noticed it as well, especially with rock songs with heavy bass. I have the Boston Acoustic sound system, and have noticed on some songs that when i look in the rearview, it looks like the liftgate window is vibrating.
and it does pick up on bass from cds more than my stereo. i really noticed it when i was listening to a cd a group made on their own, and the production quality wasn't that good. at home, or on the mp3 player, all yo could hear was the music, but in the compass, you could hear them breathing into the mics.
all-in-all, i just manually adjust my bass settings way low to make up for it, so i don't blow the speakers (or my ears).