Q: ATV 4 can learn remote for Samsung HW-J550 sound bar but can't control volume

I also have the same issue with Samsung HW-F550. I've submitted feedback to Apple.

My model supports HDMI-CEC, so I can control the volume via HDMI if I connect the ATV directly to sound bar, but not by IR.

I also found these forum threads that talk about the same problem:

I can't get the remote to learn to change the volume on my sound bar

Apple TV 4th generation Siri remote volume control with Samsung soundbar

Let's all submit feedback to Apple so they'll work on fixing this bug if they're not already.

http://www.apple.com/feedback/

Same problem here with the Samsung E550 soundbar. I've just finished providing feedback to Apple.

I believe this issue has been resolved with the tvOS 9.2 update. After updating to 9.2, make sure your remote firmware has been updated. It can take up to a week to automatically update, but you can also force update. See this page for instructions:

http://www.idownloadblog.com/2016/03/01/how-to-update-siri-remote-firmware/

My Siri remote works with my Samsung Sound Bar now! Thanks Apple!