I upgraded my Roku from the streaming stick+ to the Ultra 2018, connected to a Sony TV which is connected to a Sonos sound bar through ARC HDMI input (same connection as I had before upgrading to Ultra).
This TV has onscreen audio level feature as audio is adjusted. The Roku streaming stick+ remote audio buttons triggered the onscreen volume levels fine. However the new Roku ultra remote doesn’t trigger the onscreen volume levels. It does allow the volume to be adjusted. It just won’t let me see the volume level.
The strange thing is that the old streaming stick+ remote still works with the Roku Ultra and volume levels do show onscreen.
I could just use the old remote but I prefer the ‘quick access’ buttons on the new remote.
Volume number display stopped working on my TCL Roku TV (purchased Oct 2020) one day. Fixed it by going into TV settings > Volume mode and changing value from "Leveling" to "Off" and then waiting a couple of seconds for that change to engage/activate. Then I went back in to TV settings > Volume mode and set the value back to "Leveling" (my preferred setting). After that kicked in the volume number display began working again.