Roku calls out each volume level change

Are you sure this isn't a setting on your TV doing this instead of the Roku?

Check your accessibility settings and see if you have text to speech or some type of voice guidance turned on the TV.  You can also see if your Roku has screen reader or something similar turned on as well.  

The screen reader can be turned on or off by pressing the options button on the Roku remote four times quickly. The Options button is located just below the directional pad and at the right-hand side of the Roku remote.  Or you can turn the screen reader on or off within the Accessibility category of the Settings menu.