Hello kaneumann and welcome to Apple Support Communities.
I see you are having some issues controlling volume from the Music app when streaming to an AirPlay 2 enabled device (in this case, it appears to be an Apple TV device).
Stream content using AirPlay with Apple TV - Apple Support
That capability should still exist both when streaming from an iOS or iPadOS device or from a Mac.
What device are you streaming from and is the volume control not present when connected to the Apple TV or is it not functional?
Note that if you are doing this from a Mac that the main volume control in the Music app will only control the volume on the Mac itself. In order to control volume on the Apple TV, you would need to click the AirPlay icon just to the right of the volume slider. There, you'll see a list of all nearby AirPlay devices to which you can connect with a checkbox for enabling and disabling each of them and a separate volume control for each one.
Cheers.