Yes, you're correct.
If your "Digital Out Source" is in "DEFAULT" behaviour mode, then AES/EBU output (plus S/PDIF coaxial and optical outs) will always stay at full nominal 100% default volume, regardless of if you turn the master volume knob down, or apply other DSP processes like 5-band EQ, bass/treble adjust, pan, balance, crossfeed, etc. That's because it's giving you (by default) a transparent bit-for-bit accurate clone pass-through of the relevant digital input source, which is reckoned to be what most customers probably want to get back out from their digital output, whenever they're feeding from digital inputs (hence it's the default setting.) This also benefits from being de-jittered by passing through the RME box.
If your "Digital Out Source" setting is set to "Main Out" however, the AES/EBU (plus S/PDIF coaxial and optical outs) will duplicate the post-processed "main" signal that's being sent to the D/A's, which will include whatever user tweaks have been applied, like 5-band EQ and so on, and crucially, the master volume knob will affect it, in the 32 bit digital domian, down to total silence attenuation or +6dB digital boost (beware of clipping!)
In either of these two modes the RME ADI-2 Pro behaves as a stereo 1 in > 3 out digital distribution splitter, but in the latter mode, is useful if you're using the RME box as a kind of digital I/O preamp or DSP toolbox, maybe feeding digitally into further 3rd-party D/A converters downstream, or perhaps three outboard FIR convolution processors in a tri-amped active FIR system, for instance, but obviously such scenarios are far less common, hence not the "default" option, probably because for most customers, the RME converter itself offers the best quality D/A stage they will own, and that's what they're listening to, rather than digitally feeding into something else (like another 3rd-party D/A or monitoring stream which is requiring DSP volume processing and EQ / crossfeed tweaks for listening preferences.)
Unfortunately, the AES/EBU and S/PDIF optical and coaxial and main analogue XLR outputs, in that configuration, are all sharing one master volume knob, and there's no specific volume control for just the AES/EBU output in isolation, without also affecting those other digital outs, or main analogue out, but at least AES/EBU output volume can be controlled if needed, along with the rest. Whether this is a serious limitation depends on your particular needs and signal flow. But there are other workarounds surely...
If you're feeding from a DAW via USB anyway you can almost certainly control volume in your DAW software.
If you're feeding AES/EBU digital from RME into Dutch & Dutch 8C speakers (lovely by the way!) then you can use their proprietary app (via network) to control master volume of the 8C speakers.
It's also worth pointing out by doing that, via AES/EBU, you're bypassing the probably superior quality D/A converters of the RME ADI-2 Pro unit itself, to instead use the probably slightly inferior D/A converters built into the active electronics module tucked inside the base of the Dutch & Dutch speaker cabinet. Surely the RME dedicated standalone converter is the better of those two options? Have you tried analogue XLR into the speakers from RME D/A vs AES/EBU option to make that comparison test?