If it only happens while using Bluetooth communication to change your volume, most people are not so critical. Also, if you'd change volume while music is playing, you likely won't notice at all (unless it is a very quiet section of a song).
It is likely caused by terribly designed software on the speaker and a low-tech communication protocol from the microcontroller on the speaker to the digital potentiometer on your speaker - especially when there are chances that the speaker's buttons can be used to control the volume. Each time you control the volume with your phone, the speaker may be tapping the volume to a minimum then tapping back up to the target set point.
You picked that speaker because of the good price vs reviews. Feel lucky that you got a good quality hardware ( speaker) and audio circuit and the manufacturer skimped on the communication software and potentiometer instead of the reverse. You only notice when changing volume instead of crappy audio all the time and glitch-free communications.