Sometimes, when I connect an external set of headphones/speakers, I am unable to change the volume. When I press one the volume keys, I see the image below.
Why does this happen? Interestingly, if I am playing music using software that has a volume control (e.g. Spotify or Youtube) I can still change the volume with the mouse using the application's volume bar. However, the system's volume bar is greyed out and can't change it either.