So someone reported this to me and I have the issue too.
No matter what volume % you set the bgm to it gets reset to 50% on map change. This is not a problem for everyone, but more than one person gets it.
Effects volume is unaffected. That remains at whatever volume % you set it to.
Changing the volume settings in opensetup.exe has no effect, it still changes to 50%.
Nothing else comes to mind that I could try.