Volume NOT changing when I unplug headphones

[Android Central Question]

I just bought the Samsung galaxy note9 to replace my old galaxy s5. On my S5, which was stock (never rooted), it would remember volume levels for different setups. If I plugged in (or connected via bluetooth) headphones, the volume would set itself to the volume from when I last used the headphones. When I disconnected the headphones, the volume would change to whatever level I had the phone speakers set to which was normally silent. Problem is, with the new phone, the volume will stay set to the same level if I use headphones or the speaker. I can change the volume manually but I liked being able to just disconnect the headphones and the volume would go back to its previous setting (silent). I like to browse the web in bed and if I forget to manually silence the sound, then some auto playing ad will start blaring and my wife gets mad. Is there a setting somewhere that turns on different sound profiles depending on what is, or isn't, connected?