So the music sound volume level isn't being used regardless of what it is set at?
In the ~/Documents/Larian Studios folder, try renaming the Divinity Original Sin Enhanced Edition folder, the start the game, create a new profile, set the music volume, exit and restart. If the volume is saved properly, you can exit and move the saves from the renamed folder into the savegames folder for the newly created profile.
If the same thing happens, delete the new D:OS EE folder and rename the original back again.
If you are using Galaxy, try verifying the install files: select Divinity: Original Sin Enhanced Edition in the left column, then click on the More button, and in the Manage menu select 'Verify / Repair'.
Please email supportdos@larian.com, or PM me, with your system specs (use the 'System Report' button from the 'About This Mac' Apple menu item or the 'System Information' app in the utilities folder).