Why do volumetrics render noisier when using GPU then when using CPU in Cycles? Alrighty.  I've searched all over the place and even put in a couple of requests from every deity I could think of, but nothing on my issue.  So, I'm messing around with making up volumetric light cones for spotlights in Cycles for a project.  I've got all of the parts set up and in scene.  I start rendering and I get some odd results.  With GPU Compute and GPU+CPU I get wicked amounts of noise inside the cones.  As if the density of the scatter isn't high enough.  Then I try CPU only, it comes out smooth as butter.  Now I'm running a 9900k 32GB RAM and an RTX 2080 on the current stable release of 2.80.  I just can't figure it out.  I mean, I can handle just using my CPU and eating the much longer render times, but I'd much rather use the full power of my rig and get the same if not better results.  I'll put up some pics for examples of what I've got going on.
The following answer is based on a Twitter thread by Stefan Werner.

Volumetric rendering on the CPU can be less noisy with fewer samples, because Cycles uses equi-angular sampling. This importance sampling technique by C. Kulla and M. Fajardo is currently not implemented for GPU rendering.

The slides from the Eurographics Symposium on Rendering 2012 may help to understand the paper.