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

I have this exact same issue! Different TV (Sony), but same Samsung sound bar. The pairing assistant in Settings seems to indicate it's reading the volume up/down commands from the Samsung remote, but it never works from the Apple TV remote.

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:

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

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

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

I had been using my digital out from my TV for Audio to the soundbar for years, but I learned today that if your Samsung soundbar has HDMI pass through, use it! I ran the AppleTV HDMI out into the soundbar, then HDMI from soundbar to TV. Set TV to "anynet". Now I can use my appleTV remote to not only turn my tv off and on, but I am using it to control my Samsung soundbar volume.

I will say, it was real annoying to try to get this working. Had I not had to reroute some power and cabling for my home theater, I probably would still be using Bluetooth. When I had my soundbar off the wall, I noticed it had HDMI in and out.

TL;DR Use the HDMI passthrough function of the Samsung's Soundbar. It will in turn allow the Apple TV to control the volume.

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!

This information on updating the firmware is already out of date. My remote is not in the bluetooth section on my 4th generation AppleTV, and it still won't force update when I follow the directions which were not meant for TVOS 9.2.

This thread may help...

Apple TV4 Remote Firmware Update