Many cars will regulate the voltage to be as low as possible to preserve fuel economy. This is a function of the regulator native to the vehicle. Under load the regulator should increase the voltage to accommodate, so turning on your headlights and/or HVAC might bump it up a bit. Depending on if your vehicle senses current or just potential, turning up the system may or may not trigger the regulator to increase voltage.
It should be possible to have a self-contained regulation circuit if you absolutely must have ~14.4 regardless of the electrical load. I do this in my car with an external adjustable Transpo regulator. Your alternator might have to be modified to work with an external regulator. Note that depending on the car you will have to disconnect the stock regulation circuit, and this might trigger a fault with the car's ECM/ECU.
Unless you are having a problem with the voltage dipping below ~12v during dynamic musical peaks, it might not be necessarily to do anything. Plenty of cars do the same thing yours does.