If your headset does not have in-line or on-ear controls, then the headset audio can be adjusted directly through the Xbox One dashboard. To do this, please be sure to sign-in first, then scroll to the far left of the Xbox One dashboard and scroll down to the settings icon. There you will find the audio options.
If the audio volume goes back to the default setting, then the headset volume will need to be adjusted through the in-game menus, start menu or pause menu.