The amount of bass from the DX220 is exactly how it should be. Any more or less than this would be an artificial coloration:
The only way the DX220 would skew your FR would be if your headphones had very low (<1 Ohm) impedance AND had wild impedance swings vs frequency. I don't know of any headphones like that.
It could be that, coming from something else, (e.g., an SP1000 into your SE846), you had previously heard more bass impact. But that would be because of a flaw in the other DAP, not the DX220. (SP1000 SE z-out ~ 2 Ohm, and SE846 drops to around 4 Ohm in the mid-range.)