I can never seem to get opacity maps to behave properly when intersection with other geometry like an area light, emissive and in this case scattering medium. I am currently working on a underwater scene and can't use low-poly vegetation with billboards as when placed inside a scattering medium volume it ignores the opacity map but looks like it tries to work in small areas. see attached a sample I set up to show what I mean. Maybe there is a trick I'm not aware of.
cheers,
Paul
Unfortunately it is a known issue, and we are working on fixing it.