I have to turn my RME UFX up or down depending on what I'm doing. A low setting for using itunes, youtube, games etc. and a higher one for DAW work. Just the same as the previous interfaces I have had. It's nothing to do with ASIO, the same thing happens whatever driver mode is used and on Macs as well as PCs. It's more to do with works in progress tending to be at a lower overall volume than mastered tracks and the need to be able to hear "into the mix" more while producing than when listening means we tend to turn the volume up.

ASIO is by its definition sending the signal "as is". Bypassing Windows software mixer on purpose (latency and quality) and just sending "original bits" into hardware. The hardware has own (hardware) mixer. In simple and cheap cases it is not controllable from the software, the interface should have build-in "digital mixer with remote control" in some form (normally DSP) to support that.
 
I do not have it, but I guess for Scarlett only  6i6 and upper models have DSP mixer (and so MixControl).
 

Yes, 6i6 and higher. It's one of the points against the 3 little Scarletts, Buss power and no GUI. 
 
But now I see the OP issue, at first I did't see why they didn't use the front panel. Yes move your interface, mine is right beside my computer keyboard and I use that big knob a lot. Like when recording with a mike you need to turn it right off and use headphones. 

To find the proper volume I did this. Created a 1Khz sine tone for about 30 seconds in Audacity. Looped it. The big knob kept turning it until I found unity gain. For me, it's about 2 o clock or -18dBFS. It may differ for you however through my headphone amp this seems to be the sweet spot.