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Yes,that is how it works. You might be able to use a 3rd party app for messages or notifications and have different sound volume.
The only way to have the impression that your Notification Volume is lower is to experiment/download other Notification Sounds/Tones as some are more 'higher pitched' sounding than others......for example a softer, gentler notification does not sound so harsh :smileysmileywink:
I wouldn't count on that, as it has been like this for as long as I can remember, it will be a nice improvement but do contact Sony directly
Anytime