I agree that the "blow your head off" volume of some midi files can be a problem, but that will be the same whether you open them in RB or any other application.
Just tried out the "save all tracks", master vol has no influence.
Probably the first time I've used it in 20+ years of PowerTracks and RB, just doesn't fit in my workflow.
Re the OP's volume "issue", my RB volume is noticeably lower than my BIAB volume,
probably settings somewhere need to be adjusted, but that's outside my pay grade. If it bothered me enough I would seek assistance.
It's not broken so don't fix it!

Vintage