Does not get loud enough = something is wrong with how you're connecting it to the PS4. Clearly something wrong there. The A40s (like any and every headphone worth 2 cents) can get loud enough to blow your eardrums. What matters is what you're hooking them up to, what settings you're using, and making sure something down the line isn't messing with the volume.
Did you buy JUST the headset? If so, I'm assuming you're connecting it directly to the PS4 controller. News flash: the controller's audio out is INCREDIBLY weak. The A40s are pretty sensitive, and yet I I could definitely still see volume being an issue if you hook them up to the controller's headphone jack. Any headphone for that matter. I use the super sensitive MA900, and it's barely moderate out of the PS4's controller audio jack. In this case, you'd need an amplifier to hook up between the headphone and the audio jack (though that's cumbersome as is).
In this case: blame the controller, not the A40s.
If you have the Mixamp with the A40s, setting balancing out the master volume with the game/voice volume is incredibly important. Too much on the voice side, will mean NO headphone will get loud. Setting it heavily on the game side, will give you enough volume and then some.