Volume OSD should appear when using bluetooth volume buttons
When a user presses the volume buttons on a Bluetooth audio device, most desktop environments will show a volume OSD. In GNOME, the volume OSD only appears when adjusting the volume through media keys (via gnome-settings-daemon) or by using the mouse wheel on the volume indicator. I believe that gives an impression of the volume buttons not working correctly.
How would you like it to work
Happily, our Bluetooth stack is smart enough to handle on-device volume buttons and correctly changes the output volume for that device. The missing piece here is GNOME Shell (or something) needs to show a volume OSD when the volume changes in that case. This might be an opportunity to play with #1201 as well.