I'm really not sure what causes this, I have several volumetric objects in my scene, but this one renders always in front, as you can see below:
The first very obvious thing I tried was to change the volumetrics clipping values, but they didn't really solve the problem consistently. Sometimes you can see the volume through objects, sometimes you can't. This may also be caused by the fact that it's an emission shader that's plugged into the volume socket of the material output, but I'm not sure, as I tried swapping out it for a principled volume shader and the problem persisted.
If you know what's causing this, please let me know!