Strange, it happens to me every single time regardless of whether I'm using Son'y mono-earphone + mic that came with the PS4 as well as when I'm using the Mixamp 2013 with the Slyr or the MA900. Whenever I disconnect the headset the volume automatically drops to the default 50%. It's pretty annoying.
Go to the bottom of the page and it will be under "Notes on Audio Quality". https://infogr.am/xbox-one-headset-solutions?src=web
The Polk Audio 4Shot headset as well as the Turtle Beach XO Seven have no receiver and no extra cables other than the Xbox One stereo adapter yet they state that it does surround sound. That surround sound has to come from somewhere.
But it says in the blurb you pointed out that "The Headset Adapter outputs stereo audio, but it is unknown if that is simulated stereo from a 5.1/7.1 signal at this moment (a Polk employee posted that the Xbox One simulates surround sound before sending the audio to the controller, no other sources yet)."
So it's the console that's doing the surround sound and sending it to the controller.
(Whenever MS releases the surround sound patch to allow the console to do it, that is.)