Headsets in general do not have the audio quality of a set of dedicated 'audiophile' headphones. And just as a side point, most don't even know what audiophile really means. I didn't until I actually spent a few weeks reading about it. I still don't. Anyway, if you want a set of headphones for gaming AND music, don't buy a headset. There are a multitude of very good headphones for $200, especially if you go used, that you can add a microphone to if you want to voice chat. They may not come with any software or additional hardware like the Astro A40's, but they'll sound clearer for a lot less money. They just won't look as posh and fancy. Audio Technica, AKG, Sony, Philips, Sennheiser, they all offer excellent 'phones at a variety of price points.
Also, I disagree about headset microphones sounding superior to external microphones. The V-Moda Boom Pro is excellent for $30-ish, as is the ModMic. They can be attached to almost any pair of headphones and will sound clearer than most headset microphones, with the exception of a few. Youtube sound clips of both the microphones I suggested and you'll see what I mean.