RBJ I can answer some of it: The noise power from 20-20k of noise shaped dither can be significantly higher than that of flat TPDF. It’s just the way you compute the area under the curve. There are several different shapes Megabit+ is It’s definitely triangular probability random.
But the term “LOUDER” has an ambiguous meaning. The noise power does not translate to loudness, EVER. Perceived Loudness is a complex combination of frequency distribution, sound pressure level, masking, unmasking, etc. So using “loudness” in your question would require significant parsing. Suffice it to say that the high, mid and low frequency content of 16-bit noise shaped dither is set at a level which is perceptually well below where any normal human being would perceive it as noise, even with monitor gain above normal. Bob Stuart has some articles on the subject and I cannot quote the numbers but he could.
You don’t hear the noise directly, you hear the result of different components of the noise masking and unmasking the ambience in the musical material.
Alex Lukin can answer more directly the actual quantities involved, but they are based on being below all human minimum audible thresholds and such.