I came across this issue and searched on the forum and found this thread. I must say it's very annoying having to deal with the volume changes when creating a split for two cabs, or a parallel path for effects. It's important that the volume stays at unity when making decisions that effect your tone, as volume changes massively effect one's perception of what sounds good. Ie, something that is louder is always going to sound better!
It's considered mixing 101 to employ good gain staging strategy not only to ensure no clipping occurs, but just as importantly to be sure that one's mixing decisions aren't biased towards something being perceived as better because it is louder. Dialing in Helix amp tones are no different. For example, if I am running two cabs in parallel and want to compare the different mic/ cab configurations using the Split A/B mix routing parameter, or the dual cab tone to a single cab tone in series it's difficult to tell what sounds better versus what is simply louder. If anyone has any suggestions on how to ensure unity volume when using the split and merge feature I'd appreciate it.