the volume control issue is more to do with the fact that when you press "volume up" or down, it adjusts the element of the flash stream, not the hardware volume.
With apps where there is no volume control (akin to having no volume control on a flash video in a website) , boxee has NO WAY of changing the volume in that app/video.
I'm personally not too sure why boxee didn't just re-implement the volume control so it changes the hardware master volume rather than the flash video element.... but there we go.
Boxee Box > HDMI > HDTV
2 x HTPC (boxee 0.9) > HDMI > HDTV
2 x 8TB NAS