You're using the receiver to play the audio that is sourced from the Roku. The receiver doesn't show its volume level number on the TV display like it used to.

If Shamyl Zakariya's solution doesn't work, a possibility (if your Caldigit dock supports it) is plug the speakers into the dock. My mac's volume buttons control the audio coming out of my ...

However, in iOS 13, hitting these volume buttons will instead cause "a redesigned volume control" to appear "in the upper‑left corner, so it doesn’t interfere with your content," Apple noted ...