I have not noticed it, but I'll try having another listen. Three things happen when you rotate the volume control on your pedal.
1. The volume changes - this is the desired effect.
2. The output impedance of the pedal changes - this can affect the behavior of the next device in the chain.
3. The loading on the pedal's tone network can change, depending on the input impedance of the next device in the chain.
There are ways to deal with all of this, but we need a better understanding of the bigger picture. Pedal circuits can be influenced by what comes before and after, so we have to think of it all as one big circuit. Sometimes the solution is a buffer at the pedal's output. You can try this experiment: connect a pedal that has buffered bypass to the output of your pedal and see if that changes the tone.
Can you provide a schematic?