iPhone 6 Plus Headset Volume Issue

iPhone 6 Plus, iOS9.3.5: Last week I had the unfortunate experience of playing a song in my Apple Music player with my ear buds in, only to have it play full volume. Ouch. Today, I connected my headset (ear buds) and deliberately set the volume which said 'Headset volume' to 2 bars. Opened my the music player and pressed play. Music played at full volume! Ouch, Ouch. Has anyone else had this experience? Being a loyal Apple user, I thought I should perhaps report this as a bug, but cannot find a way to provide this feedback to them. Interested in your thoughts.