Check that ARC or eARC is turned on. 

Check to ensure you’re not using a Logitech Harmony remote, which has the ability to change the startup volume as part of it’s startup process

Normally speaking, the Sonos should be accepting / setting the volume that’s set by the TV set, it’s supposed to get that signal from the TV across that ARC/eARC connection. If the TV is telling it to adjust the volume, you may want to double check the TV set, assuming both of the above issues have been checked. 

You state you lower the volume on the Sonos. When connected by HDMI the Arc should follow the TV - you do not lower the volume “on the Sonos”; you lower the volume on the TV. I am under the impression my Samsung TV picks up where it left off, volume wise. Yours does not? Or do you really only command the Sonos?

So.. the answer turned out to be turning auto play off. 
contacted support and they ran diagnostics and suggested I turn auto play off. Did this and now the volume remains wherever I left it when I turned tv off..

Huh. That’s odd. I can’t figure out why it would make any difference…..but at least it’s working for you now.

It does make me wonder if the TV was sending a volume signal along with the “turn on” signal, which was resetting the volume to zero. Which might explain why turning off “autoplay” would fix it, the Sonos is no longer recognizing that “start up at volume zero” set of commands. 

That being said, I’ve never (outside of my damn Harmony remotes) seen anything like this.