Are you watching something via the TV's tuner or something connected to an HDMI input? Hopefully someone will correct me if I'm wrong, but I think volume leveling is only available for streamed content using a Roku channel/app.
Ok, so it should be there. Are you using a soundbar? That may affect things, but I'm really not sure. The volume modes are a little outside of my area of expertise as I rarely use them. Hopefully someone with more knowledge will chime in.
Well that is considered to be a current model, so I'm rapidly running out of ideas. I don't know what audio settings there are on a TV under Settings->Audio, but you might want to try playing with those. Otherwise, maybe @RokuDanny-R may have some suggestions.