Here is a recent annoyance. I use bluetooth headphones and a bluetooth speaker. I want my bluetooth headphones to never be louder than $x, I want my speaker to have the full volume range. There is only one volume control (under Settings > Music > Max Volume) for the whole phone, and that doesn't seem to control max volume for notifications/other apps. This frequently leads to me leaving the max volume on high, then shocking my ears with a super loud noise. I should be able to control max volume per device. I use Sony MDR-XB950B1 headphones btw.
Mine remembers volume per device when I switch between them.
Whatever level I left a speaker or headphones, that's where it starts next time I connect, completely separate from whatever I have the built-in speaker set to.
Mine doesn't have a cap per device, but I'd have to manually click up on that device to get louder than I left it.
First time I realized it was remembering all these different listening volumes, I was pretty amazed.