Not sure if they still do, but the infotainment in Mazdas used to do that. I very quickly learned to turn down the volume before turning off the car. I still do it in every other car because it has traumatised me so much.
For some reason Blueooth was a lot more quiet than the other input sources. So you play music from the phone whilst driving and turn up the volume. All good there. But then when you start the car again and it couldn't connect to the phone for any reason it would decide to switch back to radio with the jacked up volume and blast it in your face. It's a full on jump scare.
That aside their infotainment controls are actually really good. Better than many other cars including much more expensive ones. It was quite satisfying to build up muscle memory on the infotainment menus with the excellent knob controls and not having to look at it.