When PIE is started with the Enable Game Sound box unchecked, we set master volume to 0 to mute game sounds. However, any call to LoadMap will both flush the audio device and set the volume back to 1. As a result, any action that leads to a LoadMap call will unmute the audio. This could be directly opening a new map, or starting PIE with multiple clients where those clients will need to load the map themselves.
There's no existing public thread on this issue, so head over toAnswerHub just mention UE-68378 in the post.