OK, I didn't know. Is there any way, I could render my volumetrics pass to compose it later in photoshop without baking it to beauty and rendering 2 times same image? I didn't find any information on that.
No, this is not possible. As Ludvik wrote, only some elements can be rendered without full beauty pass.
However, you can disable some unused features to make rendering very fast (especially if you are using "single bounce only" for the volumetrics). Reduce max ray depth to minimum, disable secondary solver, etc. You can also apply a 100% black material to everything (or use override mtl) and leave only lights and the volume mtl.