How is the HU connected to the rear speakers?
The A4 has active rear speakers. You need to by pass the amp which is housed on the back of the nearside rear speaker. You need to run separate speaker cable all the way from the HU to the rears, and disconnect & isolate the existing rear speaker connections. If you are using the existing Audi loom with an adapter running off the Sony, it sounds like the HU is not using the correct level line outs for the OEM amp, as this level can vary considerably. The integral rear amp will be designed to match the line outs of the Blaupunkt/Matsushita OEM HU. Usually an external amp will have an input level adjustment, to compensate, but no such luxury on the Audi. By passing this amp is good practice anyway as it's a piece of junk.