You may find with the radio mic that the transmitter (belt pack or hand held) has its audio 'padded down' - it varies how this is done. Simpler VHF models usually have a gain control you tweak with a screwdriver, but UHF types are normally set up via the menu.

The input you use on the desk can make a big difference - if you go in on XLR ('Cannon' three pin) it is usually mic level, but a jack socket on the same channel would be line level, thus a lot less sensitive.