Weird... That shouldn't be happening... Maybe there's some kind of "sound enhancement" applied in Windows, or sometimes the soundcard/soundchip has a driver utility for processing/enhancing the sound. One of my laptops has a setting for killing the bass when you're listening to the built-in speakers and you have to turn it off when using headphones or external speakers. And there are sometimes optional "spatial" effects, or EQ, etc., that can alter the sound
A few other things that CAN happen:
- You can get noise. In that case an external DAC will help. But it should have its own power supply because USB power is often noisy and sometimes the noise leaks-into the analog side of the DAC. Of course an external headphone amp (without a DAC) would amplify any existing noise.
- The built-in headphone amplifier might not have enough power to get the desired loudness (without distortion) with your particular headphones. If the sound quality is OK at lower levels, an external amplifier is all you need.
- If the built-in-headphone amplifier's output impedance is not low enough (relative to headphone impedance) the headphone impedance (which is not constant across the frequency-range) will "interact" with the output impedance and cause (usually minor) frequency response variations. In that case again, an amplifier is all you need. That's probably not an issue with 48-Ohm headphones.
.P.S.
Are you sure you're happy?
Have you plugged them into something else? If they are new they
should be OK, but a broken ground connection can cause a weird "vocal remover" effect that kills everything in the "center" (including the centered-bass) and it kills any stereo effect (left & right would be identical).