I bounced around in a few versions. Rushed forward to 3.0 and then downgraded to 2.2.5 Weatherwax version because 3.0 didn't want to play anything past stereo. Now however in 2.2.5, the player opens at 0%. You can change it, close it and re-open it and it will be back to 0%. Go into preferences and enable the option to set the default volume and save and then immediately go back into settings. The option will still be checked but the volume setting sets itself back to 0%. My player has ghosts!
I can at least manually bring it up, every single time, but that is going to get annoying.