The second device will be querying where the sound device is and will be told it is logical device 5 (sound output) rather then device 1 (the TV). So it will be sending volume commands to device 5 and hence the TV never sees them.
A device that doesn't query where the sound is will just send to commands to device 1 (the TV) so the TV reports them- and it then changes the volume (by sending the commands to device 5). The end result should be the same (the volume on the sound bar changes) but the TV will report the latter and not the former.