Hey

Unfortunately, it's probably due to your windows sound settings.
You may turn it down through your Sound > Volume Mixer and adjust Naruto-Online's volume.

I know.

Your PC isn't saving sound settings. As you've said it yourself that you've adjusted the volume, yet it doesn't remain the next time you open it. Of course, this applies if you're using the client.
If you're using the browser, it's a tad bit more complicated considering the setting is connected to the browser you use.