The release notes, and official pages on AMD ProRender site says it can render volumes like "fog, mist" although it also has one reference to it maybe being a "workaround" and could be "Blocky" looking. It also appears they have used such volumetrics in there latest "Rainbow Mushroom Crashed Rocket ship" scene on there pages for the RPR 2.0 release. All I know is that I set it up the only way I know how, using the Principled Volume Node, in the world node editor in Blender, and it renders the volume just fine in both the viewport, and final renders using cycles, but the same setup renders with absolutely no volume properties visible at all in either render using RPR. I have searched high and low online for three days and cant find any more information pertaining to it, other than what I already mentioned. The only ProRender videos even mentioning volumetrics, are one from 2018 using blender 2.79 and although the title says "How to use volumes to make smoke mist or fog" it really just shows how to make a smoke sim and render it properly in RPR.
The only other mention is a post here from a few months ago saying that the poster would like to see that feature added to RPR in the future. So please if anyone could clarify this it would be appreciated, and if it's not possible, than that would be good to know also, Thanks