Correct, currently there is no way to turn off the Sidetone feature.
So lets take this to the point of view of a gamer again.
First I'll state; it's just as hard to find a hi-fi minded gamer as it is to find a music one.
-OUCH- A gaming basic headset feature forgotten. Imagine the unboxing experience from a gamer on youtube. Out of the box without an update these are not going to be great experience for gamers unless they are told prior to patch. That's almost laughable that sidetone exists without ability to change and the default is on, this is a feature that's just a quick way to tell the mic is on for the majority of gamers, higher levels of sidetone can even cause distortion; This is not a feature you enable by default and when off you want pure silence from the headset. Mic tests on OS typically take care of most usage cases. Sure this is a feature that can be patched, but feedback from 80% gamers would of picked that up early on.
Any gamer would be pissed if they unboxed and went straight to their PS4 like some folk have already typed and been unable to disable sidetone then being told they had to go to a computer to patch their headset. The only thing that would make that okay is if the resulting experience makes their jaw drop. Check steelseries reddit for some terrible lifestyle posts on software updates and features.
I'm not trying to toss shade out at Audeze; it just feels like they did everything properly except give the headset to actual serious gamers to try out before release (And no this isn't hey pick me post). It's a hindsight thing, a QA thing. I just keep getting this feeling based on past posts, comments, and where they demo'd the hardware; that they set out to make a gaming headset, did their standard great job, but let the last 5% that is actual gamer focused details slip by. For a first time out, these things need to be pointed out. Other bigger companies in the past have made those same mistakes.