Spotify on Apple TV: Can't set volume from other players

[ideoforms]

Plan

Premium

Country

UK

Device

Apple TV 4K

Operating System

tvOS

My Question or Issue

I'm enjoying being able to use Spotify on my Apple TV with the native app. I'm now using this as my home hifi, which is great because I can remotely change tracks via the mobile and desktop apps.

However, when I am controlling the TV playback remotely (e.g., from the Spotify desktop app or iOS app), I'd also like to be able to change the Apple TV app's volume from my other devices. Right now, the volume slider is greyed out.