Ah, yeah, the Picade PCB will have trouble controlling volume if you're not routing through its Amp!
You might be able to rebind the volume keys to actually change the volume at the OS level, rather than on the Amp itself. Alternatively if you're not using them for volume ( a rotary encoded is a much more elegant solution ) then you could remap them to game controls. A couple of extra buttons would certainly come in handy.