This might happen with some services that do not have any way to feed back the current volume from the Pi to the service. In this case the service doesn't know about the volume change and might set the old volume again. In these cases, it's best to use the volume control of the service directly.
Benjamin A Knibbe
A device connected via optical is not able to receive volume feedback, meaning it doesn't care if the volume in the HiFiBerry OS is changed. It's a software issue, no?
If you think this is a bug, please create a clear bug report here:
Make sure you describe it in a way we can reproduce it easily. Bluetooth is a not a good way as different BT devices can act very differently. But if you can reproduce it using SPDIF, this might be easier to work with.