What you are describing is entirely normal for pickup trucks - they all ride better with weight in the bed. They were designed to carry loads and tow heavy trailers, so the rear suspensions HAVE to be stiffer than a sedan's.
That said, you should check your tire pressures. If you're not carrying a load at the moment, you don't need the rear tires inflated too high. Many people keep their rear tires at the lower end of the recommended inflation range, then increase air pressure in the rear tires only while they are carrying cargo or towing.
Go drive an older truck with leaf-spring rear suspension, and no load in the bed, then get back in your new Ram. You will realize how comfortably the late-model Rams ride compared to most pickup trucks. Regardless, don't ever compare a sedan to a pickup, that's apples to oranges, not an appropriate or valid comparison.