I don't think that viewer will remember its volume settings.
The Opus Movie plugin will, on the other hand. If it isn't being used in preference, the Movie plugin may be disabled, or it may be unable to play the files due to missing codecs/splitters.
Assuming you are using 64-bit Windows, 64-bit codecs/splitters are needed by the Movie plugin. (OTOH, Windows Media Player is usually the 32-bit version, so it may be using different codecs/splitters, which often explains why it can play something that the Movie plugin cannot.)