It seems like the volume control in Vox is currently linear (i.e. it scales the volume linearly based on the position of the slider). The human ear perceives volume logarithmically, so this means that you hear most of the perceived volume change in the first 25% of the slider's movement.
Vox should use an exponential function to derive the volume multiplier from the volume control slider, so that the volume control sounds more linear. Both OS X and iTunes use this kind of volume control.
There's a very good document on volume control here: http://www.dr-lex.be/info-stuff/volumecontrols.html