the Z has a very strong amplifier so what you are experiencing is normal for people who have similar power headphones.
the xonar DX would have had similar volume levels as your onboard (since it does NOT include a powerful amp) though wouldnt really amp your signal much over onboard just have a better DAC.
its all what you're looking for honestly. if you dont like how the Z has a powerful amp, get the dx instead.
you can use the hd598 with the Z though if you keep the volume to acceptable levels.