Artillery units are primarily military-based, meant either to damage buildings or units as befits their classification.
The big hitters, meant for use against buildings, especially fortifications.
Although capable of damaging buildings, light artillery isn't meant to be used against buildings. Rather, they are best used in a defensive capability, winnowing down enemy formations and killing their ranged units to cover your own.
A regional unit upgrade, the Improved Volley Gun, appears at the Castle and cancels out the Volley Gun once available.