I’ve just realized, to my surprise, this feature has been implemented for quite a while, since 3.2 (as of the date of this post the latest version available is 3.4.1).
Not sure while it is buried so deep in the app: open each podcast > open Settings
> Volume adaptation.
It seams this implementation assumes every episode on a single podcast will have the same audio volume level, which might not be the case.
Is there a particular reason why this feature wasn’t implemented similarly to Pocket Casts? In this case, below the media control buttons, during playback, there is a button to control the volume boost. This approach seems more user-friendly, as volume boost is more related to the playback of an episode and not so much a property of a whole podcast.