While not obviously the most glamorous and feature rich addition to the pedal board, there's a reason why brands like Ernie Ball refer to their volume pedal as the "Most Valuable Pedal". Having a passive volume control allows for smooth sounding dynamic control, which adds a whole other dimension to effects like overdrive, delay and reverb. They can also be used to create a violin sounding bowing effect, or simply as a handy mute control.
While they are simple in design, there are a number of key points of difference to be aware of when choosing a volume pedal. Volume pedals come with potentiometers of varying impedance, 25K designed for Keyboard, and 250K for guitar. It's also important to check whether you need a volume pedal, or an expression pedal, which are similar but different. Expression pedals are not passive and are designed to interact with expression inputs on digital pedals.