the reason why people suggest a soundcard is not just for virtual surround - it is for amplifier power.
while the game zero (which is similar to pc363d and pc350se) is not hard to power there are certainly onboard soundcards which have trouble with them which is why some recommend a soundcard. having a weak amplifier can make them sound more tinny than they would normally be with good amplification. something like a xonar dg is more than enough and is cheap. some onboard may work fine, but you need to test it out yourself as there are too many variations to say for sure yes or no.
razer does make surround software if you want it. its the worst out of the options available but it does work for some people. many prefer sbx/cmss-3d or dolby headphone over it but given that you can use the razer option even if you dont have a soundcard with virtual built in it certainly does fulfill a purpose and is convenient.
keep in mind that he game zero is going to be very bass light and a bit mid/treb focused. its not a bassy or warm headphone. other products you might want to look at as well are..
game one. based on the hd598... more neutral with a bit more warmth and bass. it was on sale for just over the price of the hd598 it was based on recently which was a good price. of course the hd598 or hd558 + mic would be a good choice as well.
ad500x, ad700x + mic (or a500x, a700x closed). wider soundstage, bass light sound with huge soundstage. the ath-adg1 and ath-ag1 are headsets based on those headphones as well.
just thought i'd give you a few options other than what you were looking at.