There are plenty of examples where volume does not change, though. Water is a really special case.
Phase transition is all about entropy. In simple terms, something about the way matter is organized has to change. This can be atoms arranging themselves in a lattice when molten metal solidifies, for example. Or it can be just molecules orienting themselves in the same direction, such as the case with liquid crystals. Or a really interesting case of a feromagnetic, such as a piece of iron, taken past Curie point. Nothing in the structure changes. Atoms remain organized in the same lattice as before. But individual spins go from being all in the same direction (within a domain) to being randomly oriented. Iron stops being a feromagnetic, but in every other way, it's the same piece of iron.
So phase change can be fairly interesting. It doesn't have to be a change of state of matter. It can be an internal change that's difficult to detect right away. But something does always change.