Not sure if it's present in OS X, but I know at least iOS has impedance memory, so it'll recognize specific headphones and set the volume to what it was last at when they were plugged in. It's a really nice feature.
I have not tried that, though I will experiment. It seems to be an issue with the latest OSX version (Mojave), as I cannot recall it happening on the last OSX major version (High Sierra?). I do not have new headphones across this version switch.
As a workaround, I have to go to the audio app and explicitly pause, which I frequently forget to do if the audio is muted. My desk mates have heard way more samples of my library than they'd like, I'm sure.