Glad you like them, in the end. Sounds like you have a preference for 'brighter' sets as previously noted. So might like headphones from Beyerdynamic, for example.
And yep, when I use the PC38X or H6Pro with the SBX G6 the volume adjustment struggles with lacking granularity at the low volumes. I don't have the issues with volume not being remember (although my old Creative SB X7 did this towards the end) but then I use the G6 via Optical or USB for headphones only. So I don't have to switch to speakers. Both of the aforementioned headsets perform so well being plugged into anything and that's one of their strengths. So it sounds like you've managed to save some money in this instance not having to buy a DAC/AMP. Which is a plus I suppose!