Operating system: Linux-4.15.0-52-generic-x86_64-with-debian-buster-sid 64 Bits
Graphics card: GeForce GTX 1080 Ti/PCIe/SSE2 NVIDIA Corporation 4.5.0 NVIDIA 410.104
Broken: version: 2.80 (sub 75), branch: master, commit date: 2019-07-29 14:47, hash: rBf6cb5f54494e
Short description of error
No matter what "Alpha Threshold" is set to, cycles depth pass does not include volumes.
In the same way that Alpha Threshold is compared with the alpha transparency of each object, it (or another parameter like Density Threshold) should be compared with the density of each volume in the scene (for the purposes of inclusion in depth passes)
Exact steps for others to reproduce the error
Rendering this file yields a (normalized) depth pass that is missing the cube with the volume shader (but it does include the cube with the 0 alpha principled BSDF)