Here are a few points which are the reason that your volumetrics don't look bright enough:
- Your expectations are misled from the Material Preview, it is not an accurate representation of what the volumetrics would look like when rendered.
- The main difference is, the density isn't shown correctly, it will look much more dense in render than in preview.
- The Anisotropy value of 0.3 makes it look darker than a value of 0.0 - it's subtle, but it has an effect.
- The Absorption Color in the Principled Volume shader is black. If you would also set it to the main Color (the scatter color), the volumetrics would be brighter, too.
- The Max Bounces for Volume are probably 0 (which is the default). Increasing this value will increase render time, but brightness, too. I would at least set it to 1 when you are using volumetrics.
- Last bout not least: the bright sunlight shines down so the stairs throw very dark shadows onto themselves (which aren't lit up by bouncing light due to the value of 0, see point 5).
- PS: I almost forgot, the brighter the color of the volumetrics, the more light gets scattered and therefore the more it obstructs the view on the stairs.
So first of all, 0.5 is already a quite high density, depending on what look you want to achieve something like 0.05 might be absolutely sufficient:
Next up a comparison of the anisotropy influence, I used a higher value of 0.6 to make the darkening more visible - but on the positive side, it can reduce noise:
Here an example of using the water blue for the Absorption Color. Note that this might change the overall tint of water as well, but you don't have to use the same colors, you can experiment with this. The brightening effect will be stronger, the brighter the color and also Volume bounces > 0 will help (see the following example):
The Max Bounces for Volume increase the brightness inside the volumetrics as well by scattering the light more. Unfortunately this will increase render times and noise. But it is also very helpful if you have an Absorption Color brighter than black (not pictured here):
The last image on the left shows the volumetrics now with all earlier changes applied, lower density, anisotropy reset, absorption color and volume bounces at 1. But as you can see, since the light gets scattered strongly by the bright blue, it obstructs the geometry further back a lot. In comparison to that the right side shows volumetrics with all the same settings but a darker blue for scattering and absorption. But if you want to keep the color, the same or at least a similar effect can be achieved by further decreasing the density.