The Highland Pipes are also extremely loud and they're built for marching. They're not particularly designed for soft expression, as a lot of other pipes are. And honestly attaching two bags to the highland pipes would require such a ridiculous amount of pressure/air that you'd likely die from exhaustion :D
As mrob has already said, the pressure could vary the tuning, but it may be more possible to vary the sound using pressure when using a single-reeded instrument rather than the double-reed that most modern pipes use.
Probably the most amazing design of pipes is the Uilleann pipes, which have an insane range (3 octaves I think?), bellows for feeding the bag instead of a mouth pipe (not uncommon on other pipes as well), and something particularly interesting called the "regulators". These essentially let you play chords, or single notes, on the drones by using your wrist. This allows you to add accompaniment or rhythm into the playing. Here's an example of someone playing the regulators: https://www.youtube.com/watch?v=nZTHs7eQSKc
There are other interesting pipes that use multiple chanters, or combined chanter/drone systems that let you vary things more effectively. Some of my favourites are the Zampogna of Italy: https://www.youtube.com/watch?v=CU_xR_mS9YI, and particularly the odd Boha from Gascogne in France: https://www.youtube.com/watch?v=MKyXn2dqg9s. The Boha that the guy in that video makes are really interesting; he makes them with additional holes that you can move corks between to vary the scale, and he makes some with two chanters and a drone all together, which allow you to play simple harmonies. A technique which a guy I know has turned into a pretty phenomenal playing style (on some English-made pipes here): https://www.youtube.com/watch?v=fJisKPjCEXA
I've discovered that my 5-month-old really loves the sound, he wanted to get up and dance a jig. Unexpected and heartwarming.
And yeah, sometimes the sound just gets you going! The drones in particular have a peculiar effect and for some people they just get right inside your head. There's really only two historic instruments that implement proper drones; the pipes, and the hurdy gurdy. There's something really ancient and stirring about drones in music!