Welcome to the Forum, @kemeng! 
Unfortunately, this is still an issue in the current production app.
This is my experience, as well, still running v2.5x production app (Android) on a different phone. I believe the volume setting is probably dependent upon hardware, because if I set a Cam Pan v3 to be used as an accessory chime for Video Doorbell v2, then I can customize the volume slider (but not the sound). The absence of the volume control on Cam OG may be due to a hardware/firmware limitation.
As far as I know, this feature has not (yet) been extended to Cam v3, and Wyze has revised their Help Center article describing this feature.