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.
Remind me to change my signature to something more interesting someday