It depends upon the video source, e.g, using nPlayer, opening the Control Center causes the video to pause in the background and you can't hear the volume change as you adjust it; using Infuse, the video blurs but continues to play and you can hear the volume change as you adjust it in Control Center. With nPlayer and using Control Center, you won't know if the volume level is what you want until you close Control Center and the video automatically resumes playing.
I see what you mean, I actually use both of those apps regularly to watch videos from my desktop SMB server and the reason I don't recall having any issue with adjusting the volume is because:
nPlayer: this app have their own build in volume control. you just need to place your finger on the right side of the screen and then scroll up or down to adjust the volume. Video will not stop, its continuous. you can also change brightness when you scroll on the left side of the screen. I use nPlayer on some files that Infuse dont want to play.
Infuse: when you tap on the screen you will see the volume control pop up, you can then just scroll left or right.
Or you can also do the same as nPlayer, scroll up/down on right side to adjust volume .. Video will not stop,will not blur, its continuous.
Since these apps already have their own build in volume control and is easy to use, I do not see the point to use Control Center for them. I treat CC the same as the volume button, I don't use it unless I really need to use it. I do watch Youtube videos alot and for that I do use CC to change volumes.. yeah, my left hand is as lazy as it can get.?