Here is a technical breakdown of the limitations and compromises of music on vinyl.
(No disrespect intended to our Cosonauts who love to listen to music this way. Those people probably know about these things already.)
^^ But if you have a properly mixed and mastered album that hasn't had all of its dynamic range squeezed out of it, vinyl is clearly inferior to modern digital. That's if you are listening to the full-quality lossless digital files.
The issue is that most people probably are listening to lossy compressed downloads or streams, so they aren't really hearing the full picture. If a band releases an album on let's say Spotify but also vinyl, the vinyl actually contains much more information.