The volume preference is correctly saved (for example 27/100 on my setup) but the volume is still loud (as if 100/100) each time the game starts. If I slightly touch the master volume, it immediatly get "correct" (for example, setting it from 27 to 28/100 set the volume as I expect it to be at 28/100).
Previous versions of demigod don't suffer from this (but I don't know exactly when it appears, I just see that version x.093 I still have is not impacted).
This bug affect a friend of mine too (only CPU and GPU are similar in his setup).