Not helpful—the problem exists on the latest version of Audacity (2.4.2), and there is no option to change the host. Audacity should never be changing the system audio levels anyway, and it is worrying that the Audacity developers ever thought that this was acceptable behavior.
Honestly, Audacity is just such an all-around nightmare that I don’t think fixing one or two problems would make a difference anyway.
Perhaps the slider works differently on Linux with its sound subsystem, or maybe this was an issue with older versions of Audacity. Googlign does suggest that the Audio host option on the toolbar, if the "wrong" one is selected, could result in the system volume being directly modified by the slider (https://manual.audacityteam.org/man/device_toolbar.html)
Anyways, maybe just look into that. In my experience people prefer to whine and whinge rather than solve their problems. Take that as an insult if you want (not intended), but if it helps resolve this issue for you then I don't mind.