I'm wondering if it is just that you've never noticed it before. If you change volume while something is playing there is no sound but if you adjust volume when nothing is playing there's a beep to indicate, perhaps warn, that the volume is being changed. I briefly went through the settings, because I thought I remembered seeing a setting once, but I could only find one for different types of touches. Truthfully I think you've just never noticed and now that you have you're hyper aware of it.
There may be some more drastic steps you could take to try and stop this but they are drastic compared to living with it. Launchers have a lot of extra controls, perhaps there is one that makes this an option. There are sound control apps which mostly control volume but some also allow widgets. Perhaps a widget volume controller wouldn't have a sound for adjustments or perhaps would but one that could be muted.