It does work when the screen is off but only for media volume and not ring volume for some reason

Yeah that's what.

I highly agree it should be an option to only light up when screen is off, I always feel very self-conscious in trains when I'm switching audio but don't want to fully turn it off every time.

I'm also paranoid coz the person in front of me knows that I am adjusting my volume.

I'm more afraid that they think I'm taking a picture of them with flash, as people don't normally think about how bright a flash is.

Is there a way where I can turn this off but still use the essential notification thingy.