I believe what happens is the following:
The earphones have their own volume setting. Some devices, like iPhones, Macs, and SOME Android phones control that internal volume setting. Other devices do not, but control how loud the volume sent through is. i.e. to reduce the volume, they reduce the volume of the signal digitally (reducing dynamic range, as the full range isn't used anymore). Depending on what volume setting the WF-1000X are at, it may be loud when connected to a device that can't set those settings, or it may be soft. Even at "max volume". I believe if you connect it to your Windows Phone, and set the volume to half volume there, then connect it back to your Android, you won't be able to use the full volume.
Thankfully the Music Center app does indeed allow setting the volume of the amplifiers in the earphones, but it's a bit hard to reach at times. You need to connect the app to the earphones (a mere bog standard BT connection through Android may not be enough). Then ideally at the bottom of the screen you'll see "Bluetooth Audio" and a volume bar. Tap anywhere down there and you'll be greeted by a big volume bar. It may also show playback controls though. If it does that, you need to get rid of it, for example by selecting Spotify and then hitting back. Then the volume bar should appear for you to tap on.
It's rather idiotic, but oh well.
I once had the issue that a very loud, aggressive noise came at full volume through the right channel. I had to pull out the plug immediately. After a restart it was gone, but it wasn't pleasant.
Sony has sent me a new set, as soon as I get to pick them up I'll see if the bugs are related to the production batch or not.