I think most people would expect for an audio player to have volume control. I can't think of another web audio player that doesn't offer it.
Thank you for the feedback. We just launched VR last week and are actively improving it. I will put a volume control in the Backlog(;
I was so annoyed I didn't even listen to the audio and immediately shut down the page.
For instance, if I have Gmail open in the background, there's no reason that adjusting the volume of whatever's in the foreground should also force me to change the volume of incoming chat notifications.