It would be super nice if the default sound level is something that isn't max volume. It's actually really loud if your computer is hooked up to a sound system.
People have posted about this before and generally agree. I, for one, dislike it when any game slider (sound for this game, brightness for many others) defaults to min or max: it makes an assumption about the direction "off" the developers got it. In this case, sure, you and I both want to lower volume, but this obviously isn't the case for every game.
You also can't even get to the menu to lower the sound volume until you've played through part of the game.
Persisting the volume as part of our login profile would also be fine. I'm ok having to adjust it once, as it turns out it appears I always have to adjust it. Ah yea, I forgot about part, if Gary pops up faster than you can mash the menu and adjust the sound you're stuck with it for a bit.