Typically games will have them so you can balance out music and interface sounds relative to in-game sounds.
In my opinion a volume mixer is a requirement for a decent user experience. To reuse the game example: if I want to listen to a podcast while playing, I'd better be able to hear the podcast clearly while also hearing the important sounds from the game.
While I'm on the Silent gripe, mild tangent, but Facebook on Android refusing to follow the Notifications volume and instead following the Ringtone volume is one of the shittiest pieces of UX I have to deal with daily.
1. Upon first open of the game, turn the music volume to off or 10%.
2. Make any other game noise 30% max.
3. Enjoy being able to play and hear game, while also being able to hear friends on Mumble at reasonable volume.
In iOS I've never seen an in-app volume control (I assume its forbidden) and all volume adjustments affect the system volume.