Hey @Styopa! If you are speaking of the notification toggles or volume slider, then it is working as intended. When altering how our device notifies from the app to your mobile device, this should be changed per mobile device as you may want sounds on one versus another.
Depending on what setting is being changed, other apps should definitely reflect any change that is not specific to one app or mobile device. Keep in mind it may take a couple seconds for the app to refresh on other mobile devices. If you are still experiencing this, please let me know what exact setting it is for and I will be happy to help further 