I can't find the option in that app... :-/
I did connect it to my Mac mini at work, and there I get the full volume that seems possible. However that computer can only stream in SBC quality, so basically I can have bad sound quality, but loud, or good sound quality but quiet. Hm. Will try a newer MacBook Pro tomorrow... but it's odd how the earphones seem to work better with Apple products.... Forcing SBC on my Android didn't help the volume, though sound quality did noticeably suffer.
First observation with higher volumes is that the sound is more present... more... direct (at lower volumes it just sounds like the musician is at some distance... it lacks urgency). However the highs get... harsh and aggressive... more prominent at higher volume. It's not too pleasant, and doesn't sound as balanced as it does at low volumes (there's a sweet spot where you get good sound and the necessary aggression and punch).
I have sent an email to my contact's contact at Sony, we'll see how they will respond.
@andersj1992: Does the left earplug show any lights, for example when charging? It has to click in, the same way the right earplug clicks in. To turn it on I hold the button pressed until it starts blinking. That's the point where you should stop pressing the button.