I bought mine a couple of months ago and it did not come with a built in mic.
I've been reading this thread with interest regarding the impressions of the SE530 sound signature. To these ears, the treble roll-off definitely does exist but then again, it's meant to. That's how it was designed. However, I do think the Shure sound engineers might have over-compensated in this area. Words such as crisp, crystalline or sparkly are not ones that I associate with this phone. Veiled, yes I think that's a fair call.
Bloated bass? Definitely not. The bass is tight and well defined in my opinion but I don't regard this as a bassy phone. It's renowned for its mids and I understand why. Vocals can sound sublime through these IEMs as can horns. I've read one Head-Fier here strongly criticising the SE530 for the way in which it renders the timbre of musical instruments. I don't share this view. But I do readily concede that it is not a transparent or neutral phone.
When I first listened to it, I must confess that I was underwhelmed. I immediately started comparing it with my SR125, ESW9 and CX95 and it wasn't competing all that well. I decided to stop doing that and spend some time with it exclusively. Quite some time later I compared it again to my other phones. I found the SR125's treble "hot" and bass light. Being an open dynamic phone, it sounded far more lively and airy but I doubt if I could tolerate the Grado musical assault for too long. The CX95 sounded thin, with poorly defined bass, less detailed and an almost tinny SQ. The ESW9 shared many of the characteristics of the SE530 but with extended treble, a larger soundstage and somewhat bloated bass.
I'm really enjoying the SE530. There's a lot to be said for not giving in to the temptation of immediately A/B-ing your new phone with your old ones, and giving yourself sufficient time to acclimate to the sound signature. The SE530 is far from perfect but it does many things very well in my opinion and I listen to music through it daily and for hours on end without the slightest hint of fatigue. I think I understand why Shure has taken the approach that it has but no, the SE530 is not for everyone. It's not a lively or exciting phone and yes, it's definitely treble shy but when you boost the treble, you lose some of those mids and that's what this phone excels at.
Is it my ideal universal IEM? Nope. I fear that this is really just the beginning. I'm still considering giving the UM3X a try (but reports of the closed-in soundstage are a little off-putting for me. It's hard for me to imagine a soundstage any smaller than that of the SE530 jammed into my ears, even if the instrument separation of the UM3X is supposedly superior.) and the Triple-Fi 10 Pro, and I'm also taking an unhealthy interest in the JH13 PRO. I can scarcely believe that I'm actually contemplating paying over $1300.00 for any headphone, let alone an IEM.
But having owned the SE530, I now have an appreciation for why it is both legendary and maligned. I definitely fall into the former camp but I know that I can do better. There just has to be a perfect IEM out there, there just has to be...