There could be a few reasons why your Roku remote volume is not working. Try these steps to resolve the issue:
First, check to make sure that the batteries in your remote are fresh. If they are not, replace them with new ones.
Next, try restarting your Roku device. To do this, unplug it from power, wait a few seconds, and then plug it back in.
If restarting your Roku doesn't work, try resetting it. To do this, go to the settings menu and select "Factory reset."
If you've tried all of these steps and your Roku remote volume still isn't working, try contacting Roku customer support for further assistance.