Data in the track event list will override what you place in the Track Inspector. Since the change occurs when you hit play, it is likely an event in the track data that is cc7 = 127. Or one that recalls a stored internal setting.

What you need to know
The MONTAGE and Motif XF are likely setup to be multi-timbral when used with an external sequencer; They have a different Part on each Channel. The Track Inspector is changing one Part of these synths using cc7.

The YC61 and CP88 each have multiple Parts (sections), but all are addressed on the same MIDI Channel. This is quite a different situation. I would not use the Cubase Pro Track Inspector to memorize or change the volume setting for these products. Reason: if you use cc7 (a Channel message for Main Channel Volume) all receiving tone engines will jump to the same value. If you have Piano at 122 and Strings at 89, sending a cc7 message of 99 will place both piano and Strings to the same value, 99.

The YC and the CP can each memorize the Volume of each section individually. Therefore, if you have the Piano Section of the CP set to 72 and the E.Piano set to 69 — sending a cc7 message would force these two engines to the same value. This is MIDI SPEC... and is true throughout MIDI.

If you want to keep the proportional balance between YC and CP Sections, you should use cc11 Expression. Expression maintains the critical balance between the Sections... While allowing you to move them up and down, musically, remaining in proportion to each other. An FC7 pedal will default to Expression for just this reason.

If you wish to automate changes in volume for the different Sections of the YC and CP, each of their Section Volume controls sends a unique cc message that addresses just that one Section’s Volume.
If you wish to memorize initial Volumes, store this in the YC / CP Live Set, or use the appropriate cc# to address each Section.

Example, turning the Piano Section’s Volume Control on the CP88 gives you a screen readout showing not only the Volume, but it shows you a cc# you can use to address it directly (as an individual parameter, separate from the E.Piano and Sub Sections).
Piano Volume Knob sends cc13
E.Piano Volume Knob sends cc19
Sub Volume Knob sends cc30

For the YC
Organ Volume Knob sends cc13
Keys A Volume Knob sends cc18
Keys B Volume Knob sends cc27

The Volume jumping to 127 is not a decision the YC / CP can make on its own. It is being told to do so...
If you set the Track Inspector slider so it reads 72, then all receiving sections will go to 72... if you then press play and the volumes jump to 127, then they received a MIDI message that would cause that. Either cc7 = 127, or it is receiving a command to recall an internally stored setting that happens to be 127.