Hey Charlie,
Thanks for report. This is a known issue that was believed fixed but has since reappeared. I have entered a bug report for developers to look at (UE-5048), and I will let you know when I see an update on it. It appears that bug only occurs with volumes placed in level before first time project is closed, and all volumes placed after reopening should appear fine. If this is not case for you, please let me know and I will update report. Thanks!