Each speaker has its own level. There is no way to sync them. You can slide the volume up and down for all speakers in the group to adjust proportionately, but if you want them all at the same volume, you need to adjust each one’s slider that appears when you move the main volume slider. 

(I find different rooms need different volumes anyway - one size doesn’t fit all, as one room has multiple speakers, one room stereo, another has single speaker - and equal volume can be too high in a room with hard floors or too low in a room with carpet and/or a sofa...)

That odd. I just tried it on my system, and all speakers went to zero when I used the “whole group” volume slider. Indeed, the app then offered a slider for each individual room in the group and a whole-group volume to facilitate that kind of system volume balance. 
 

Are you on the current app version? 

(I take it back then. Maybe it IS already/still there...)

I agree with your comment in your first reply above l though: different Sonos speakers (with their different amplifiers and speaker radiator designs)  and different room acoustics means it’s rare for one volume to suit all environments.