Thanks for the feedback. For the media volume it is like you said, instant mode uses media_player.volume_up/down while for relaxed mode I calculate the target volume and use media_player.volume_set, as I noticed that (at least with my radio and/or integration) I cannot do arbitrary small changes. If somebody has a good idea here, I would be happy to implement it.
(see as well Ikea Bilresa scroll wheel blueprint - #40 by jhol-byte)