Maybe this will help: Regard $\mathrm{SO}(n)\subset M_{n,n}(\mathbb{R})$ as the set of $n$-by-$n$ matrices $a$ that satisfy ${}^ta\,a=\mathrm{I}_n$ and $\det(a)=1$. Then $\mathrm{SO}(n)$ is a smooth, connected submanifold of $M_{n,n}(\mathbb{R})$ of dimension $\frac12n(n{-}1)$.
Give $M_{n,n}(\mathbb{R})$ the positive definite inner product $\langle x,y\rangle = \mathrm{tr}(\,{}^txy\,)$ for $x,y\in M_{n,n}(\mathbb{R})$. (See the note at the end about the effects of this choice of inner product.)
Let $E:\mathrm{SO}(n)\to M_{n,n}(\mathbb{R})$ be the inclusion map, thought of as a $M_{n,n}(\mathbb{R})$-valued function on $\mathrm{SO}(n)$. Then the induced Riemannian metric on $\mathrm{SO}(n)$ is given by
$$
g = \langle \mathrm{d}E,\mathrm{d}E\rangle = \mathrm{tr}\bigl({}^t(\mathrm{d}E)\,\mathrm{d}E\,\bigr)
= \mathrm{tr}\bigl({}^t(E^{-1}\mathrm{d}E)\,E^{-1}\mathrm{d}E\,\bigr)
= \mathrm{tr}\bigl({}^t\omega\,\omega\,\bigr)
= - \mathrm{tr}\bigl(\omega\,\omega\,\bigr),
$$
where $\omega = E^{-1}\mathrm{d}E=- {}^t\omega$ is a $1$-form with values in skew-symmetric $n$-by-$n$ matrices, i.e., $\omega = (\omega_{ij})$ where $\omega_{ij}=-\omega_{ji}$. In particular,
$$
g = -\sum_{i,j}\omega_{ij}\,\omega_{ji} = 2\sum_{i<j} (\omega_{ij})^2 = \sum_{i<j} \bigl(\sqrt2\,\omega_{ij}\bigr)^2.
$$
Meanwhile, writing $E = (e_1\ e_2\ \ldots\ e_n)$ where $e_i$ is the $i$-th column and hence is a smooth map $e_i:\mathrm{SO}(n)\to S^{n-1}\subset\mathbb{R}^n$, one has $\mathrm{d}e_i = e_j\,\omega_{ji}$ (sum on $j$) for each $i$. In particular, the pullback of the metric on $S^{n-1}$ by the submersion $e_n:\mathrm{SO}(n)\to S^{n-1}$ is the quadratic form
$$
g_n = \mathrm{d}e_n\cdot \mathrm{d}e_n = (e_j\,\omega_{jn})\cdot (e_i\,\omega_{in}) = \sum_{i<n} (\omega_{in})^2.
$$
Thus, $e_n:\mathrm{SO}(n)\to S^{n-1}$ is a Riemannian submersion (with fibers isometric to $\mathrm{SO}(n{-}1)$) only after scaling the metric $g$ by a factor of $1/2$.
Consequently, we have the formula
$$
\mathrm{vol}\bigl(\mathrm{SO}(n)\bigr) = (\sqrt 2)^{n-1}\mathrm{vol}(S^{n-1}) \mathrm{vol}\bigl(\mathrm{SO}(n{-}1)\bigr),
$$
which, by induction, yields
$$
\mathrm{vol}\bigl(\mathrm{SO}(n)\bigr)
= (\sqrt 2)^{n(n-1)/2}\,\mathrm{vol}(S^{n-1})\mathrm{vol}(S^{n-2})\cdots
\mathrm{vol}(S^{1}).
$$
N.B. If one doesn't like the factors of $\sqrt 2$ that appear in this formula, one can fix this problem by instead taking the metric on $M_{n,n}(\mathbb{R})$ to be the positive definite inner product $\langle x,y\rangle = \tfrac12\,\mathrm{tr}(\,{}^txy\,)$ for $x,y\in M_{n,n}(\mathbb{R})$. In that case, the $\sqrt2$ factors go away. Some sources use this convention, others do not. If this is important in one's calculations, one should always check the convention of the source.