Bidirectional strange with glossy material

[wasd]

What is specifically wrong in my setup?

I guess you have layers 1 and 2 enabled?
Your mirror material does not have an exterior volume specified (should be set to dust_volume).

Ha! That's how it works. Thank you! Looks to me like some magic, though. What I thought was that volumes just work because they are there, well, because sometimes they do - like when light source is outside and everything else is inside.