When I log in the sound is muted. Why is that?

This image is from the Xfce mixer, while the lxde volume does not show that the sound is off.

So, I can see the sound muted only in Xfce Mixer. But I can also start the sound in another application, Pulse Audio Volume Control, if I change a setting in Output Devices from Analog Mono Output to LFE on Mono Separate Devices:

The Analog Mono Output option here sets in fact the Xfce Mixer in the mute position from the first image.

Could this be related to managing sessions (and therefore to these question)?

This happens in LXDE session as well as in Lubuntu session. Starting sound and logging out and in between any of these two sessions would mute the volume as shown. Starting the volume in one of these and logging out and then logging in into the Gnome session, the sound would be off; but then, after starting sound, logging out of Gnome and then logging in into any session, the sound would not be muted. But after restart it would be so no matter the session.