no your not ... i was wondering about that as well, it might be on the bottom of the unit like on the micro iCan. If the headphone section has the same power and voltage rating as the iCan it would really need one in my opinion. As i mentioned in a post earlier my HD650 runs at sufficient volume on the iCan with 0db gain. I do tend to listen at lower levels so others might use the 10db or even 20db gain on the iCan but of course the iCan was also revised to have a gain switch by user feedback.
but for IEM or easier to drive headphone, it may be an issue. I believe we all want a single amp/DAC that get the job done well instead of switching around everytime :)