As for mixing: compression and reverb! Regular human vocals sound awful when recorded too...it takes a bit of audio engineering trickery to make them sound like we're used to in music.
I'm less familiar with Utau, but Piapro or Vocaloid will output at a volume that most people would think is kind of quiet. It's intentionally giving you headroom to apply compression. Unlike some instruments (e.g. blazing sawtooth synths), the human voice has a lot of complexity to its waveform. A compressor evens those out and makes it sound louder and more powerful. (It stomps the peaks down closer to the rest, and then make-up gain raises the overall volume.) That helps a lot with the"thinness" you get by default.
Reverb is also important, because most people don't spend their time in perfectly sound-treated rooms, so it sounds uncanny to not have it.