There are some hydrodynamic equations that, while their parent kinetic equation satisfies fundamental mechanical properties, appear themselves to violate mechanical or thermodynamic properties. This paper aims to shed some light on the source of this problem. Starting with diffusive volume hydrodynamic models, the microscopic temporal and spatial scales are first separated at the kinetic level from the macroscopic scales at the hydrodynamic level. Then, we consider Klimontovich's spatial stochastic version of the Boltzmann kinetic equation and show that, for small local Knudsen numbers, the stochastic term vanishes and the kinetic equation becomes the Boltzmann equation. The collision integral dominates in the small local Knudsen number regime, which is associated with the exact traditional continuum limit. We find a subdomain of the continuum range, which the conventional Knudsen number classification does not account for appropriately. In this subdomain, it is possible to obtain a fully mechanically consistent volume (or mass) diffusion model that satisfies the second law of thermodynamics on the grounds of extended non-local-equilibrium thermodynamics.