Is the volume ont he B changing when you cnage the CV, just not the same as the A, or is it ignoring the CV setting altogether? If the latter, are you programming on the program track or using Ops Mode? If you are using the program track, try Ops Mode. Put the B unit ont he track alone, select its address, and then hit the program key until the display says Po. The hit CV, key in whatever the volume CV is, and press CV again. The key in the value you want, and hit CV WR. Hit Exit and then try it out.
--Randy
Modeling the Reading Railroad in the 1950's
Visit my web site at www.readingeastpenn.com for construction updates, DCC Info, and more.
IIRC, they also have a volume "knob" (screw) on top of the board.
The problem could be the MRC decoder, because they are notorious for sometimes being difficult or even impossible to program.