The volume control at the keyboard normally only affects the internal speakers. If the keyboard is connected to a mixer or a PA, a foot volume controller (FC) can control the output volume.

A Workaround

Pressing "DIRECT ACCESS" and holding it while stepping on the FC will bring you to the menu.
Choose "MASTER" so that the FC will adjust the volume for the whole keyboard (all voices and accompaniments), internal speakers AND the external AUX output.
Just turn the MASTER VOLUME knob to a place where you're comfortable with.
If you set it to "KEYBOARD", the auto accompaniment will not affected by the FC.

  Another Workaround

If you don't need the internal speakers on, you CAN use the headphone out jack to feed your amplifier. That will allow the volume knob to work, but you'll ONLY hear the amplifier.

A third Workaround

Change the default wiring inside the keyboard. It's enough open the keyboard and move two wires from two points of the circuit, before the volume control knob, to two other points which are the middle points of the control volume knob.
The circuit board for this is independent of the CPU, ROM(s) board and very accessible.