Volume control on Apple TV

Volume control tries to connect to the TV or receiver directly. It doesn’t go through the Apple TV box.

Volume control uses IR, which requires line-of-sight, unlike bluetooth for the other remote commands.

If somehow volume control doesn’t work automatically, then you can learn it a new device from Settings.

Control your TV or receiver with your Siri Remote or Apple TV Remote - Apple Support

abubnic Said:

"Volume control on Apple TV: I have an Apple 4K TV connected to a 4K Vizio TV. Having trouble getting the volume controls to work on the remote. Please help!"

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Try the following:

If your Apple TV Remote isn’t Working - Apple Support