I would suspect that Ubuntu is shipping by default with the sound muted, which is kind of nice some of the time; but I have no idea why my system should stay fixed while yours goes back to muted when you don't intend it to.

I run Red Hat Enterprise Linux 5, that may be different from yours. But mine has something that may have an equivalent on your system.

If I select the Red Hat at the lower left of the Panel (what Microsoft calls the Task Bar) and select Preferences->More Preferences and from that, select the menu item Sessions, I get a dialog box that has an item Automatically save changes to session with a checkbox in front of it. If you check it, all changes to your sessions will be saved. Otherwise they won't.

Maybe yours is not checked. I have no idea what the default is, and it may be different on your system anyway. You might wish to find the equivalent on your system and check the box.