Volume after turning off BT stereo headset
 

I use a BT stereo headset to listen to music that is stored on my phone while I'm at work. When I turn the stereo headset off, the phone volume automatically gets silenced rather than returning to what it was previously. I usually keep my phone on vibrate while at work but I have to turn up the volume when I turn my headset on.

Does someone know what I can do to fix this annoyance? I would rather have it go to vibrate when I turn off my headset but it always go to silent.