I'm using a Nexus 6P playing from Spotify to a Chromecast Audio device (optical out to a DAC/preamp). Everything works great but I can't change the volume when Spotify the foreground app (not in background/recents). 

When I press the phone's Volume Up/Down buttons, I get the popover volume slider with name of device and the slider moves, but it doesn't actually change the volume. 

Slider moves but sound level doesn't change.

I have to switch to another app or go to the home screen, then the volume buttons will work (and display the system volume gauge at the top). 

Volume buttons work when Spotify is in the background.

UPDATE: I did some more testing and it does work when I use the analog stereo output and with my other Chromecast which is a standard 2nd gen Chromecast (not just Audio). So this seems  be a problem with Chromecast Audio when using optical out.