Roku Express disappoints. We have such low volume the device is useless. No help or support to solve problem. My first and last foray into Roku product line.
The Express is the only Roku I don't recommend. Mostly because of the network issues that are constantly reported. But I have a Premiere and several Ultra players and two Roku TVs. I'd recommend any of them. It's well worth the small increase in price to move from the Express to the Premiere.
Volume on any Roku simply isn't under the control of the Roku. There are sound modes that might alter the levels a bit, such as the leveling or night modes. But if you turn those off Roku is only passing the audio out as it is received.
Dan Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.