Hey there 0_gabriel_0,
Thanks so much for using Apple Support Communities.
Are you turning the volume down on your Bluetooth headphones after they have been paired and connected? The reason we ask is that your iPhone will remember the volume selected on each connected device, meaning that if you had previously had the volume turned up on those headphones, when you reconnect them the audio will be automatically set to where it was the last time you used those headphones. Even if your iPhone volume was all the way down just before connecting them.
It's also possible that you may be turning the volume down specifically for ringtones and alarm sounds, as this setting is adjusted separately from music volume.
This article has good information on adjusting the volume on your iPhone: Adjust the volume on iPhone - Apple Support
We hope that this information is helpful.
Have a great day!