Volume control using the ND5 XS2 does work. You need to select the option using the Naim app, but you must then reboot the streamer (put it into standby then cycle the power) before Roon will recognise it. It’s a known quirk.
(I’ve confirmed it works using my own ND5 XS2; I’ll link to the original post when I get home)
Edit: Here you go…