What remote are you using? Dp you have any universal remote, even a cable box remote. The Playbar can learn any command for volume. If you are using the Sony remote it will continue to say that because the TV is receiving the remote's volume commands and the audio is set to optical instead of internal speakers.

If using any other remote for instance let's say an infinity remote. Program the remote to a different brand audio device for volume. Then teach the Playbar those codes and you will no longer get the message from the Sony TV.