There is absolutely NO THIRD PARTY software involved in this; it's a Microsoft "big brother" programming thing.
I upgraded from Win 7 to Win 10, and I use my laptop as my home computer. I always have headphones on, so as not to disturb anyone else in the house (I pretty much live in my room). Because of this, I too constantly have to click off the "high volume" warning--it is always fixed-set by Win 10 to 42%. What is really annoying is, if I happen to lock my screen if I leave the house, or close the lid, when I return and log back in, unlock the screen--whatever--I have to RESET the volume because it went BACK to the 42%! It is incredibly ANNOYING.