I don’t understand - you can set the maximum volume for a device in Settings.

I don't want to permanently stop the volume from going loud. I want to avoid obnoxiously loud music the moment I turn on the speaker.

So leave the speaker set to the volume that you want. When you press play it will still be at the last setting used.

Or for people who listen to music at different volumes depending on the event / time of day and not remembering to turn it down at the end of the day  then getting blasted the following morning  

Sonos could add a start up volume option that can be set separately per room. 
 

Sonos could indeed, and it would be a useful feature.  It may well be somewhere on the ‘possible improvements’ list.  But every development implemented is another development postponed. Resources are limited.  Sonos prioritises the ones it thinks are most important (no doubt influenced by effect on the bottom line).  Maybe this will get near enough to the top of the list to be implemented at some point.

Why is it still not possible to set a volume for starting Sonos Beam.

you can set maximum but you can't set the start volume! When you switch on you will get a very loud google assistent!