NullReferenceException only at first run

This code works, but I get the following message:

"NullReferenceException: Object reference not set to an instance of an object SoundManager.OnLevelFinishedLoading (Scene scene, LoadSceneMode mode)"

I only get it at first run (Yes, I have the gameobject attached in first scene). Then in every other scene everything is fine, no error message. Also even if I go back to the first scene I don't get the message back. It works but I am trying to understand why this happens only when the game loads for the first time.

 public class SoundManager : MonoBehaviour {
 
     public AudioClip[] levelMusicChangeArray;
     private AudioSource audioSource;
 
     public static SoundManager Instance;
 
     private void Awake()
     {      
         if (Instance == null)
             Instance = this;
       
         else if (Instance != this)
             Destroy(gameObject);
       
         DontDestroyOnLoad(gameObject);
     }
 
     private void Start()
     {
         audioSource = GetComponent<AudioSource>();
         audioSource.volume = PlayerPrefsManager.GetMasterVolume();
     }
 
     private void OnEnable()
     {
         SceneManager.sceneLoaded += OnLevelFinishedLoading;
     }
     
     private void OnDisable()
     {
         SceneManager.sceneLoaded -= OnLevelFinishedLoading;
     }
 
     private void OnLevelFinishedLoading(Scene scene, LoadSceneMode mode)
     {
         int level = scene.buildIndex;
         AudioClip thisLevelMusic = levelMusicChangeArray[level];
 
         try
         {
             if (thisLevelMusic)
             {
                 audioSource.clip = thisLevelMusic;
                 audioSource.loop = true;
                 audioSource.Play();
             }
         }
         catch (NullReferenceException e)
         {
             Debug.LogException(e);
         }       
     }
     
 }