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Does this happen when you are on a call? I think its a compatibility issue rather than software

Does this happen with walkman or another music player?
Try this:
settings > apps > smartconnect > clear data > check again
Do you experience the same with Sony headphones?
If you experience the same problem with Sony's headphones then you must stop by your local Xperia Care
Haha, the supplied earphones have no vol button. Just one that's for answering calls or play/stop music. Bummer.
I hope I'll be able to find someone else with a headset.