I was just pointing out that having the ability to control the volume would simplify usage further for users, not complicate it. The buttons are there and the device understands my intention to control the volume when I press them, showing the speaker and exclamation point as an indication. There is the ability to control the volume of the sounds the device makes as you scroll through and select items, but no ability to control the volume of media playback.
Now, I don't understand the technical limitations preventing volume control on the Roku 3, but there must be some. I can't imagine a product designer that would leave volume control off the remote but invest so much in adding a headphone jack -- something that's useful, sure, but much less useful than volume control would be.
Most likely because, particularly with digital audio, the Roku just passes the signal through to the receiver or TV. Changing the volume would require the signal to be pre-processed by the Roku, which could introduce a whole host of new issues. They could probably fairly easily add it to the stereo audio output, but then they'd have a support nightmare explaining why 5.1 audio isn't volume adjusted. Volume control should be handled by the device that has the speakers connected to it.