Confirmed as a bug by Apple engineer.
In more details - MPVolumeView should be tied to a specific audio route (in more broad sense, like audio route + audio category + mode etc.), and it is for a couple of most common routes (e.g. headphones + play category + default mode) but not to all custom routes you can create.
So basically when one creates some custom route MPVolumeView still tries to control it's last (workable) or default route.