Bugs of this kind are known and will be addressed in the future. Have you tried using the slide for volume on the menu. On latest instance remember you can use Window's volume mixer to mute specific applications.
if you are talking about having one on the game I ain't found it. if you are talking about the windows menu I typically have some kind of music playing so I dont mess with my sound but honestly I dont ever need to use the windows menu i'll be honest I forgot about it and will apologize for not thinking about that but to be fair most games have built in sound controls so It doesnt come up often. 
