That’s odd. Which version of the Sonos controller are you using? Are your speakers connected directly to your wifi, or are you using SonosNet? Are you using the Spotify app to “send” to Sonos, or are you just using the Sonos controller app? Which Sonos speakers are you using to test with?
In general, the speakers should remain in the same “state” as when you were last using them, maintaining both mute and volume levels.
A random suggestion to start with, until we can get more information: try rebooting both the Sonos speaker(s) and the router. It wouldn’t hurt to reboot the device your controller is on, too, although I don’t think (?) that would be a contributing issue….but it never hurts to refresh a device with the OS it runs :)