Volume widget does not run the action button

I second this. See use case here:

This generally also concerns the display brightness slider.

I think the action should run immediately when the slider is touched—basically in parallel to the under-the-hood volume/brightness action. The user can then set "(Re-)Trigger assigned action after sliding" if repeated executions are desired. Executing only after letting go off the slider would mean that you could leave your finger on it for several seconds without anything being executed (e. g. a corresponding Mute widget being updated to show that volume isn't muted anymore), which would be confusing.