An admission first, I haven't bought a CD player for myself for quite a while...

(since my 12 year old Marantz CD50SE is still working fine)

However, I did take a quick look at the Marantz and Sony UK websites and they do both still have players with variable outputs and volume on the remotes. I think this feature originally appeared on CD players because at the time most people's amps did not have remotes and hence adding the feature to the CD player gave people the ability to control the volume remotely.

Perhaps this is just a UK/European thing ? (I know that Sony et all tend to vary their hi-fi ranges quite a bit between the US and Europe)