I found this on Amazon's Q&A:
"In order to get the most out of these headphones, would I need a good sound card and/or a headphone amplifier?
Answer: Yes, most onboard solutions are not made to push 150 ohm cans.
Yes. One recommended setup is the 720 dac from Cypher."
They said the newer model runs at 50ohms instead of 150ohm. It is possible you got the older 150ohm model.
From an Amazon review:
"I just wanted to take the time to say this product is outdated the new G4ME Zero Cans on the Sennheiser site are 50 ohm not the 150 ohm shown here you no longer need an amp to push these cans, This was also confirmed with an email to Sennheiser Shown Below. Now Amazon needs to get the new Zeros, they want $250 on the Sennheiser site i'll just wait for the updated Zero's to hit Amazon.
New reply for the ticket #TS100053799
Yes the G4ME ZERO latest versions are now down to 50 ohms therefore bypassing the need of an amp. True the PC363D and G4ME ONE headsets are only offered in open back design.
Zachary Marquis
#TS100053799
Sennheiser USA Tech Support
Thank you,
Sennheiser Support Team"