System Information
Operating system: Windows-10-10.0.18362-SP0 64 Bits
Graphics card: NVIDIA GeForce GTX 1050 Ti/PCIe/SSE2 NVIDIA Corporation 4.5.0 NVIDIA 466.47

Blender Version
Broken: version: 3.0.0 Alpha, branch: cycles-x, commit date: 2021-07-05 15:23, hash: rB048a515ef428
Appears in both regular Cycles in 2.93 and Cycles X in 3.0.

Short description of error
Like in the Blend file attached, when looking at objects through a plane with a volume shader, these objects somehow get affected by the volume, but the space in between them (so the world, where there are no objects) isn't filled with fog.
I'm wondering if the fact that fog even appears in the first place is an actual bug or not, as this behavior is kind of similar to having glass on that plane instead of volume, but even then the world/background is also affected by the glass.

I couldn't find anything related to that in the documentation nor in any discussion/forum/thread/video.
Of course, volume shaders aren't supposed to be used on non-manifold objects, but I still wanted to bring this up, at least to see if it's a bug, or a design problem or an intended/expected behavior (I assumed that volumes would just be disabled when used on non-manifold meshes)

Exact steps for others to reproduce the error
Just open the blend file and preview the scene with Cycles, it's all there.