If you’re playing something on your iPhone or iPad you can make it louder by asking Siri to turn it up. (You probably guessed that you can also make it softer by asking Siri to turn it down.) You can say “make it louder” or “increase the volume” instead of “turn it up” and there may be more phrases that work. Experiment, and if you find a phrase that I don’t know about, put it in the comments.
Note: if you aren’t currently playing something (music, a podcast) you’ll get a message like this one:
UPDATE April 2019: now you can tell Siri to make it louder, and she (he) will not complain. This improvement came without an iPhone iOS update– it must have been fixed at Apple’s end, silently. Thanks, Apple!