If your Roku remote hasn't been set up to use CEC to control the TV then the remote sends volume commands directly to the TV via infrared and the Streaming Stick itself is not involved. Both Roku remotes would have had to develop the same unusual problem, which doesn't seem likely. Does it do the same thing using the TV's remote?
If you ARE set up to use CEC, and the problem occurs with more than one Roku remote, perhaps the problem is with the Streaming Stick itself. Have you tried restarting it?
Roku Community Streaming Expert
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X