Buds 3 Pro: Volume Control

[JazzyJeff502]

Noob question here: Why can't I use my Galaxy Watch 4 Classic's media remote to adjust the volume? Do I have to pair it with the buds first? 

[Robin621k]

Turn on voice commands in settings, you can just say volume up. So much easier!

Why use your watch, just slide your finger up the side of the stem to turn it up or down. So much faster.

[realaud]

You can't control the features (including volume) of a device from a device it's not currently connected to. So, yes, you will have to pair and connect the buds to the watch in order to control the volume from the watch.  Or, do as @Robin621k says, they are more familiar with the buds and their controls than I am.