Counterpoint: if you're not listening to Beethoven as loud as you listen to metal, you're doing it wrong.
Seriously, though. I think I understand what you're talking about.
In addition to what I explained above, higher distortion can make headphones or speakers
seem louder. A highly resolving, distortion-free headphone will remain very clear even at high volumes, while a less resolving headphone will start to distort at higher volumes, which your brain interprets as being louder. This makes it so that when you're listening to good headphones you'll kind of think
it's like it's loud and not loud at the same time (at least that's how it is for me). But a headphone that distorts a lot will just sound
loud.
As an example, I can listen at pretty high volumes on a solid state amp because it doesn't distort very much. But my tube amp has plenty of distortion so it sounds much louder (almost unbearably so), even at much lower volumes.
My guess is that your Logitech and HyperX 'phones have significantly more distortion than you other better headphones.
To calculate how much power for your headphones you need three things: 1) your headphone's impedance (Ohms, Ω); 2) your headphone's sensitivity (generally dB/mW (decibels per milliwatt), sometimes dB/V (decibels per volt)); 3) and the amplifier's power (mW) into your headphone's specific impedance. And two rules of thumb: 1) the loudest you'll ever want to listen is 115dB; and 2) every 3dB increase in volume requires twice as much power— so a headphone with 96dB/mW takes 1 mW to reach 96dB, 2 mW for 99dB, 4 dB for 102dB, 8mW for 105dB, etc., until you reach 115dB. The problem, of course, is that not many amp manufacturers list power output for more than one specific load.
For reference your headphones are:
HD 58X: 150Ω, 104dB/mW; requires ~16mW at 150Ω
DT 770: 80Ω, 96dB/mW; requires ~64mW at 80Ω
G933: 39Ω, 107dB/mW; requires 8mW at 39Ω
Cloud Stinger: 30Ω, 102dB/mW; requires ~16mW+ at 30Ω
Just for fun, if you look at the
Schiit Magni (click on the specs tab), you can see that it delivers a mind boggling 2000mW at 32Ω!
So there are probably at least three things going on here: your cheaper 'phones have a great big bass boost which makes the bass much louder than your fancier 'phones; your cheaper 'phones distort more than your fancier 'phones, which makes them
seem louder; your cheaper 'phones have lower impedance and higher sensitivity than your fancier 'phones, which means that they
are louder.