Companion App + Airplay (music) == no volume control

I thought this was a bug with the music player, but no. Happens with both PlexAmp and Spotify.

I play music when I ride, and I use Plexamp for this (or spotify)
I start the CA, get cycling (order doesn’t matter) then put some music on and Airplay it to my Airport Express.

Sound is fine.

I can use control panel (pull down top right) to control volume, but I can’t use the +/- on the side of the phone. It shows it changing, but nothing actually happens.

This ONLY happens when I’m in the CA’s game mode. Just looking at the list of friend’s rides are fine. Reproducable with PlexAmp and Spotify. iOS 14.latest.