Phone: Samsung galaxy A40 bought in the UK.
Headset: Taotronics soundsurge 46, Bluetooth 5.0
In Bluetooth>Advanced, I see the message in the title. Which means that decreasing the volume on the phone will lower the volume in the headset but lowering the volume via the headset buttons won't decrease the phone's volume. (media volume)
I have tried disabling absolute volume in the developer options, unpairing and my phone is up to date.
My former phone, the Samsung Galaxy A5 2017 doesn't have this problem. The volumes between my headset and the phone are in sync!