I just created an account and I am at the start of the tutorial, I play my normal account at volume setting 2. I went to options as soon as possible and set the volume to 2, ambient sounds are still very loud, whereas the other sounds quieted down like they should've... i then turned ambient sounds also to 2, and again no change, they're still full volume... this is either a test server issue, OR a tutorial issue, OR both. edit: as soon as the first battle in the tutorial ended the ambient sounds issue resolved.... apparently ambient volume does not update during the first tutorial battle, but music and sound effects volume DOES.
A known issue: you are required to go somewhere else (go into or out of a battle) to get the sound settings to take effect. The devs are aware and hopefully will change it in the future.