Same problem here.
I don’t have a solution I’m totally happy with yet, but I do have a starting point.
Turn off volume in your world settings. Instead of using world volume make a big cube and put it right in front of your camera. Scale down the side closest to the camera so it is just a little bigger than the camera itself. The angled lines of the cube should “extend” from the angles of your camera. Note - the camera must NOT be inside the cube, but just outside it. Now parent the cube to the camera so it moves and rotates with it. Attach your volume shader to the cube.
Like I said, not ideal, but it’s better than nothing. I’d like to see some sort of fudge factor added for world volume that is basically: “if the light ray hits the environment, treat it as if the length of the ray is X rather than infinity”. You could set it to some large number and it would solve the problem.