This exactly what sliders is doing via, I made a Universal Audio Manager using AudioPolyphony in the AudioStreamPlayer Node, this is something not well commented in Godot and probably has some strange bug with web export, good to know for next time.
Hmm can't tell without looking at the code. It may be something as simple as the button up signal not firing on the slider to save the volume setting (or however you have it). A button for saving all settings at once might help, or saving all settings when you leave the menu.