After you start playing something with Vox and gonna change sound output, lets say switch for AirPlay speakers, even if you change volume before, the outcome always will be the same—speakers starts playing with 100% volume, like a blast, painful for ears and, I suppose, not so healthy for speakers.
iTunes, for example, always remembers what was the volume for specific audio output, no matter what (update, restart, etc). Maybe speaker itself remembers too, not so sure. But Vox trying to explode my B&W every time.
Maybe it is possible to grab info about output device volume from iTunes or, at least, limit volume after output switch during play.