Unfortunately this isn’t currently possible. It used to be previously when we could set Siri’s volume separate from the media volume. But Apple removed that feature and replaced it with two options:
A. Either allow Siri’s volume to be set “automagically” based upon ambient noise, how loud you speak, etc (which doesn’t actually work as you’ve seen), or …
B. Siri’s volume is always the same as the media volume.
The problem when you have option A set is that when you give Siri any of the commands that the other poster recommended from the Apple Support article it only works that one time. Any subsequent commands to Siri and it will revert back to its “automagically” determined volume which is generally too low. So you either have to constantly wrestle with Siri by telling her to “Speak up” repeatedly … or you have to give up on playing music softly in the background if you ever want to actually hear her responses.