Xavier
I'm not sure whether listing them with a single code is the right approach. We need to define some guidelines for that.
In some cases, we list all the volumes with a single code (example: KM). In other cases, we list them with different codes (examples: RIC, HGC, Miselli). The later approach is needed when the numbering starts again in each volume, in order to avoid ambiguity. Even if it's not the case, having different codes may be useful for readers to know in which volume the item is described, in order to buy or borrow the right volume.
I remember this discussion. The consensus was to always add volumes with separate codes for the reason you've stated: a reference needs to include the volume number. This can also have some impact on sorting by reference.
There were just two exceptions discussed: KM# and P#, for the reason that it would cause too much chaos to reassign tens of thousands of numbers, and these particular references are so common that it should be quite clear.
Additionally, there should be no separate codes for catalogues that have all the reference numbers in a single volume. For example, many catalogues have a volume I with the text and a volume II with the image plates. Then one code is enough.