That's a slightly different case, the empeg plugs into a in car amp, which doesn't generally have an easily accessible volume control. In car head units are expected to have their own volume controls.
It does however seem a little odd that the Central does have a volume control, most home CD players I have owned had a volume control (even if it meant having two seperate outputs, one variable and one fixed).
Adding volume changing to the Central would probably be straight-forward for a Linux kernel hacker. Just hijack a couple of buttons on the remote (or perhaps the long press if the remote supports it) and change the volume in software.
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Remind me to change my signature to something more interesting someday