I think this disabling of the Volume buttons is related to the Comment Navigator feature.

This is in the Settings / Comments Customization / More info / Comment Navigator

If you turn ON Comment Navigator, then when you press volume up or down it goes to the next / previous comment. However, this disables the normal volume up or down function.

If you turn OFF Comment Navigator, this ALSO disables the normal volume up or down function!

So it appears Connect may be hijacking the volume buttons, within the Connect app. If you switch to another app, the volume buttons work.

That is odd! This is also happening on my device, using Connect v. 1.0.95.

You may be able to change the volume using your phone Settings app, in the Sound section.