Volume buttons please.
On macOS and mobile, the vast majority of users are used to controlling the volume with hardware buttons. There are many media players that do not include a volume control precisely because of this (eg: Apple's podcast player for the web).
On Windows and Linux, users do not always have hardware volume controls so the majority of users are accustomed to doing that in the media players themselves.
If it's some music/podcast isn't it more handy to have a known volume knob on that instead of finding one on every website?
I don't care about the right opinion. I'm just curious about scenarios where lack of volume control is a problem.
I know where my computer's volume controls are - and if I have a keyboard with volume controls, that's what they work on. I almost never want to touch a specific app's or website's volume control... unless its volume is way too soft even at max system volume.
Basically, I don't need a gazillion interfaces. One suffices. Just don't go out of your way to make that generic, system-wide interface insufficient for your app and it'll be fine.
Audio is also things like warning sounds, it isn't just music and games.