Depends. For me, they do not deliver enough volume with a specific DAP, the Sansa Clip, and sometimes have trouble on the same front with the Zune80. But, as someone else mentioned, it can also be dependent on tracks themselves. As you know, many of today's producers master tracks loudly, compared to say old Zep or 70s tracks. Those newer tracks come through loud and clear with the PFEs, while others need to be cranked to max. And I am not talking about eardrum shattering sound, either. I am 56 years old, so I do try to protect my hearing.
Anyway, I am starting to really love the sound that the amped PFEs can deliver, moreso than any other IEM I've owned. So for me, it's a no brainer, hook up either the Minibox E+ or even the E5 and problem solved without any sound degradation (using the E5, that is).
So not sure that answers your questions.
Other PFE owners say they never have any issues with volume, which is good for them.
Also, the stock silicone sleeves seem to be a bit louder, as the Compys may absorb a little sound, though I prefer the foamies for fit/isolation. Again, I am willing to give up some volume since I prefer using an amp. If the PFEs were as efficient as the W3s, they would be perfect in my view. But that's just my view.
I know it sounds nuts that these phones are getting such good feedback, but I don't believe its a FOTM situation, I really don't. Only one way to find out, since you are a veteran head-fi'er. And with the 14-day MBG, where's the risk?