Ok. What I noticed it's if you interrupt the setup phase at the first connection with the key, you have also that kind of problem. So if you take the key with which you have the problem, remove your profile from the car and redo the whole pairing it could work.
I have the same problem. Apparently it's a known issues on certain models and my dealer said Porsche doesn't have the solution yet.
So the workaround is pressing twice the button to close the car to disable the volumetric alarm.
Of course it will be really better.
Because now you need to go into "Home" and then choosing navigation, media or telephone. This is not ergonomic at all ...