Why doesn't volume work in Fire TV remote apps?

Because Amazon's network control protocol for Fire TV has no volume command — and that's true for every remote app, not just one. The physical Alexa remote changes volume by sending infrared or HDMI-CEC signals to your television, not through the Fire TV at all. A phone app talks to the Fire TV over WiFi; the Fire TV simply has no "volume" instruction to receive on that channel.

What this means in practice:

• Apps that show volume buttons for Fire TV sticks are bluffing — the presses fail silently, which is worse than honesty. Remote Pro disables those buttons and tells you why.
• Exception — Fire TV edition televisions (Toshiba, Insignia): there the Fire TV is the TV, so volume is the TV's own and works differently. The limitation applies to sticks and cubes plugged into someone else's panel.

Honest workarounds for the stick/cube case:

• Your TV's own remote app. The volume lives in the television, so the TV brand's control path works — e.g. a TCL/Hisense Roku TV takes volume via Roku control, a Samsung panel via Samsung's protocol. Remote Pro can control both devices — the Fire TV for navigation and the TV itself for volume.
• HDMI-CEC — if you still have any physical remote for a plugged-in device, its volume keys likely drive the TV.
• The TV's physical rocker — where to find it.

Everything else on Fire TV — navigation, playback, sleep/wake, and keyboard input — works fully over the network.