Why is the volume control not working?

For Apple Music sources:

Radiccio uses Apple’s MusicKit framework to integrate with Apple Music, and MusicKit doesn’t support volume controls on macOS, so the volume controls will be disabled while you are playing an Apple Music source. We have reported this to Apple (FB18130031) and we hope that Apple will address this in the future.

You will need to change your Mac’s system volume instead.

For all other sources:

Volume control is ordinarily available when you are outputting audio to your Mac.

If you have AirPlay active, you will need to click the AirPlay button and change the volume of the individual AirPlay output devices.

Some AirPlay devices (such as Apple TV) may not support changing volume. In those cases, there is usually a different way to control the volume, such as using your TV’s remote control.