When I load up my game, the volume percentage in the 'Options' menu is the percentage I last left it at, plus 0.0001%.
This is on version 9.10.9828.53776 according to the game, and is supposedly the latest version available on Steam.
Demonstration of the bug
Here, you can see I have just loaded up the game. I have not done anything more so far in this session.
I then go to the 'Options' menu, and observe that my volume level is at '30.0001%'.
I proceed to up the volume level by 5% using the '+' button, setting it to 35%.
I close and reload the game, and the value is 0.0001% over what I set it at, leaving me at 35.0001%.