All the above is normal behaviour. 
The mute and volume only affects the monitor outputs, the headphones have their own controls.
Typical scenario:
You’re recording an artist in your project studio. You have their cue feeding mix 1 for them to listen on headphone 1. You are perhaps listening to the full mix on mix 2 or 3, and have this routed to Phones 2. You adjust the phones levels independently (for your artist and yourself) and mute the main speakers so they don’t bleed into the mic.