Yes, at least most probably.
Volume control of the AVR/Amp/Pre-amp only works if both parties support HDMI CEC along with HDMI ARC. The remote tells the TV to change the volume and the TV passes on this request over HDMI to the AVR/Amp/Pre-amp. Generally, there is only one ARC/CEC compatible HDMI port on every TV and you have to make sure to use the correct one.
CEC must be enabled on the TV (where it might have funny proprietary names to make customers life a little harder) and on the Ultra (the setting is available through vthe WiiM Home app for Android or iOS). Maybe you didn't have CEC on your TV, but it's more likely the extractor simply doesn't support it.
Also, the HDMI cable must support the HDMI 1.4 specification. Newer HDMI specs are backwards compatible. Bad cables do exist. It's best to go with a certified HDMI cable.
You should also obey all the above tips and tricks. There is still a chance that your exact make and model of TV doesn't want to talk to the Ultra. The older the TV, the more likely it is to fail. Maybe you could post your exact model name so others using the Ultra or the Amp might have first hand experience.