Yeah, when I used a Blues Deville 4 x 10 I'd borrow one of those for places where I knew I'd be too loud on 1, no taper just off then loud. I've been told that was a deign flaw with the early models (mine's from the first year).
Then I played a Twin for a bit and bought a simple speaker attenuator, which I used a lot with it. I keep it in the bag in case, but with the AC15 in the stable for smaller venues I haven't needed it.
But those volume box things don't make sense to me for an amp like a Mesa, which has a master volume already. The master volume stage is where the taper is severe probably, not the preamp volume stage... if I'm using the right terminology. An attenuator lets you pull down the voltage coming out of the power amp on its way to the speakers. The attenuator I have is pretty cheap - the Little Sucker - and simple, just an "L-Pad," like people used to put in home stereo speaker circuits, but it turns out that's all you need. It does get hot after a long gig of catching current, though.
You could probably build you own
for 25$. I think I paid $35 and saved myself the trouble.