I believe that devices need to be Certified by Roon as “Roon Ready”, to control the volume. Check the Roon site to make sure your device is listed: https://roonlabs.com/partners
Here was a clip from an article I saw regarding volume control:
I have HDMI from Nuc/Rock to my receiver for Multi-channel playback. The Nuc provides the signal to the receiver like any other HDMI connected device and you control the receiver as you would for any other playback, with the receiver remote or universal remote.
Using HDMI is much the same as using USB from a NuC it will see the AVR as a DAC . If you have Roon Ready AVR it will bypass this as Roon Ready is over network connection not direct connection. HDMI output allows the playback of Multichannel music to AVRs and sound processors.