Hi, this is a known feature of the renderer.
Imagine that your two volumetric materials are water and wine. With geometry like this, there is no clear definition of where the transition between water and wine is. So what Corona does is assign black color to rays that suddenly exit a different material than the one that they entered. In this case, the black color gets dilluted as the ray gets scattered in the medium, but try it with only transparent materials (without any volumetric effects) and you'll see what I mean. What I suggest to fix this problem is modelling the volume manually even inside the sphere. Then the transition will be clearly defined.
