Nope, I haven't experienced this, but just a random "out of the box" idea

Per some [much] earlier posts on this forum, volume settings for FM, CD and Aux are apparently independent, i.e. you need to adjust for each input. I've never bothered to check myself as I typically don't use it anything more than FM.

Not sure whether AM also falls into its own separate category as well, but if it did: could the issue be related to that input's setting only?