One of the issues with blanket commands like this is that many entity domains contain entities that you might not expect or entities that are generated by integrations that do not support all the available services for a given domain. Are you sure that all your media_player entities accept the volume_set service?
FWIW, the automation.turn_on service does not trigger automations… it simply enables them if they are disabled. If your goal was to have your automations’ actions execute, you need to use the automation.trigger service. Automation Services
I know a subset of those media players contain it as I have a working automation which provides a list of specific entities. So even if some of them don’t, I am still expecting a successful volume set on the media players which do.
As for the automation turn on, that one is intended. I have a button in my living room to disable the automation and reset the lights. The automation I show above is like… “a nightly reset.” Getting devices back to a “default state” if that makes sense.
If you use the Services tool in the Dev. Tools menu, you can test your service call with the template and it will tell you which media_player entity is causing the error.
Are there so many media_players that it’s easier to repeatedly filter them with a template rather than explicitly list them? Do you have dozens of media_players?