sys.dm_os_volume_stats return no result
After some tests, in order for the DMF to work, it appears that the service account needs to have at least READ access to the root volume of where the database files are located at, in addition to the SQL Server login security VIEW SERVER STATE permission. 

The READ permission does not have to be granted explicitly to the service account. It could be granted through other user/groups,

1) SQL Server service account
2) Everyone
3) Users
4) NT Authority\Authenticated Users

The idea is SQL Server service account needs at least READ permission to the root volume. I have listed the test and details here.