The description of the Android app states "Stream audio or video from your home server to your phone wherever you are". Is there really no local playback?
We may be speaking at cross purposes (I may have misunderstood what you were asking). When most people here talk about "local device playback" (your original phrasing) they mean playing back local files stored on the device (i.e. truly local playback as opposed to streaming to the device). That is not supported at all.
However, you can absolutely stream audio or video to the phone from your MC server and set it to play out of the phone's speakers or headphone jack. So if streaming from a remote source to the phone is what you meant by local device playback, that is supported, *but* volume leveling does not work in that playback mode, and you'll need to have a continuous connection to your server in order for it to work.
Does that make sense?