I think that's a case of the OS you're connecting to having a separate volume setting for Bluetooth headphones and the built-in speakers, at least from my use w

I think that's a case of the OS you're connecting to having a separate volume setting for Bluetooth headphones and the built-in speakers, at least from my use with an iPad that's how it works. If you adjust the volume down prior to connecting, you're changing the speaker volume. When you connect to the headphones, it connects them at the volume you previously had used with the headphones. And when you disconnect, your speakers go back to the level they were at before you connected the headphones. I've never seen them jump higher than my previously used setting.