A bit late, but another post of yours made me return back to this thread, Mike. The situation is that shaders do work to some extent on objects with volume material. They just don't work on a volumetric material applied to the whole scene. This is because with objects, you can sample the shader when you enter and exit the object. This is of course incorrect, because you're neglecting changes of the texture inside the object, but at least it does something. If the volume encapsulates the whole scene, you don't have any entry or exit points and you cannot sample the texture without doing some sort of raymarching (sampling along the ray as you go), but that's part of the heterogeneous media implementation already.
Hope that clears things out a bit :-)
