I say return it if it doesn't suit your desires. It doesn't sound like the quality is all that great.
I just wanted to point out that it doesn't sound like it's out of phase.
Yeah it doesn't seem out of phase to me. I do notice a sound improvement using the 2.5mm balance output compared to the standard 3.5mm. I wonder if a company like Periapt would make a cable with the 2.5mm connector?