Hi Andy,
I had a closer look at this and made this configurable. Have a look at the the following git branch https://github.com/maru-sama/roon-extension-denon/tree/volume-changes
To check it out just do a
git clone https://github.com/maru-sama/roon-extension-denon -b volume-changes.
There is more in this branch as well (source selection, standby settings etc). While the source selection and standby changes are tested fairly well the volume display change is just a quick first test.