The MSI GS63VR and similar late model MSI laptops have a known issue with it's audio card: The internal speakers work fine, but the headphone jack is painfully loud, and the volume cannot be adjusted.
ArchWiki suggests using hdajackretask from the alsa-tools package to reassign the microphone jack as a headphone jack, but I've found that the quality is sub-par. Many other hdajackretask configurations will yield audio on any combination of the speakers, headphone jack, and microphone jack simultaneosly, with only one or two yielding sound only from the headphone jack, still without volume control from PulseAudio. Some of these configurations require another jack to be enabled simultaneously, with no apparent reason as to why. Even after one of these configurations are found, the results are unpredictable across a reboot.