I recently learned that if you tap the volume + or - and just start dragging left/right the volume will adjust. I used to think you had to tap then grab/slide but that is not the case. Made a difference to me anyway.
I do wish Apple would improve media controls on the Mac in general (and touchbar). So often the media icon just doesn't show (e.g. Spotify), or I've had several media apps running and macOS gets confused and the media icons no longer do anything for what's currently playing. It's soo buggy.