Volume icon missing after removing (and re-installing) pulseaudio
Solution 1:
converted comment to answer
Some pulse-audio issues can be resolved by resetting your pulseaudio configuration file then logging out and logging in to regenerate it automatically.
mv ~/.pulse ~/.pulse_backup
From your comment - this is exactly the case for your situation :)
Solution 2:
I found out that in the login screen, I could change the volume but it was a session issue.
I typed:
sudo chown -R $USER /home/$USER
and restarted. Now I have the control.