When you push an amp up to the point where it distorts, it generally tends to draw more power. Most tube amp power supplies aren't up to the task, so the voltage on the plates of the tubes drops. As a result, you lose a bit of output. Or, more accurately, you don't get the additional output you might expect when digging in and playing the guitar/bass harder. Essentially what you're getting is some "natural" compression, but it's often described as "sag", because it's happening as a result of the power supply voltage sagging below optimal.
Compression is just another word for artificially reduced dynamic range.
The reason most people use distortion/overdrive pedals is to simulate the effect of an amp running at its limits, but at lower volumes because they aren't allowed to have a big tube amp with lotsa big speakers running balls-to-the-wall in suicide mode. It's certainly not practical in your basement/bedroom, and most of the time not even in most bars/clubs/halls. That big Marshall sound Hendix/Clapton/Trower/SRV/VanHalen/et al had/have that we all know and love came from having free rein to crank up a wall of the things to full tilt boogie because they were/are playing very large venues most of us will never get to use.
All that is to say, wide dynamic range and distortion are sorta mutually exclusive. If you've got a lotta range, it means the amp has room to breathe, so it doesn't distort. That also means that pedals meant to create/simulate distortion are not going to have much dynamic range. They'd sound funny if they did.
That's not to say you can't have it, but it's a little trickier than a pedal. The easiest way to get it, although it costs more than most pedal solutions, is with an attenuator. They let you crank your amp to the hairy edge without producing very high sound pressure levels. They used to be somewhat scary devices years ago, as the load they present to the amp isn't natural so there was always some risk of damage to the amp. They were fine if you didn't go crazy, but that's like giving somebody a Corvette and only letting them drive in residential areas. You know some rules are gonna get broken :laughing7:
But, modern units present the amp with reactive loads that look just like speakers, so the danger doesn't exist like it used to. Of course, they cost more as they're more compex devices, but whaddaya gonna do? Blow up your amp trying to be quiet?
All of that said, if you haven't tried Friedman's "Dirty Shirley" or "BE OD" pedals yet, go do it. Or, at least dig around on YouTube and listen to some of the reviews. I think you'll be pretty impressed. I know I was, and am. Bought one of my very own, and love it to death. Also, Fullertone's "OCD" pedal is pretty good, too. Not quite as raucous, but very authentic-sounding. In all cases, you get good response to the volume knob on your guitar, so you can get clean and/or dirty in varying degrees and maintain some semblance of realism when it comes to dynamic range.