You didn't directly answer my volume question, so I'll assume you meant "yes".
I'm surprised that the MQA indicator lights up when the system volume is adjusted up and down, because the system volume messes with the bitstream to do that. So it would seem that going through the MC internal volume processing messes with the data in some way that messes with the MQA fingerprint, whereas it doesn't mind the system volume.
But in the end, I don't see why you consider this a problem...
The whole point of MQA, and that MQA blue light, is to make you think the DAC is seeing the original, highest quality version of the recorded content that it can, blessed by the studio. It can't get any "more" MQA than the blue light, can it?
So if you use the system volume, and you get the blue light, the DAC is saying everything is perfect.
Since you can't have better than perfect, you'll get no benefit from using the MC internal volume, right? MQA says so. And if the blue light went out, you'd obviously hear a big drop in quality, so you'd better keep it on.
So just use the system volume, and enjoy the blue light, knowing that the DAC says things are perfect.