You do lose "loudness."
This might be a silly question, but have you tried listening with ambient sound control off?
I don't know if that helps at all with volume, since I have only turned off ambient sound control once, and then I figured out quickly the mistake I made lol.
Before Bluetooth headphone technology got really good, and computers actually still had AUX ports, I bought a pair of Shure SRH940 headphones.
Great headphones! And cheaper than most.
I hear they finally came out with Bluetooth headphones.
You might check those out.
