I found a fix after someone in another thread said that you can hold down shift which prevents the playback sound when you change the volume and it fixes it (as long as you hold shift everytime).
I went into sound preferences and turned off 'Play user interface sound effects' and 'Play feedback when volume is changed' and it's fixed!
I went into sound preferences and turned off 'Play user interface sound effects' and 'Play feedback when volume is changed' and it's fixed!