The Hero's Burden does not proc Volatile Rounds when picking up an orb of power with Volatile Flow by default. Equipping a void heavy weapon causes The Hero's Burden to start applying Volatile Rounds again once an orb of power has been picked up. This also applies to Bricks From Beyond. Neither of these artifact mods are present in the detailed Mod Customization screen when The Hero's Burden is the only void weapon you have equipped. The game does not appear to think The Hero's Burden is a void gun. EDIT: This may also be happening with Gnawing Hunger, although I have not tested it myself.