I just ran into this very issue. I opted out of downloading anything. It was working fine until just now for whatever reason the volume is so low that I can hear a background hiss. The source laptop volume is maxed out.
If this is Sony's way of forcing me to use their app, they guessed wrong. I just bought these and am considering returning it.
Did you try raising the volume directly on the headphones?
If it's a WH-XM1000, you can do that by sliding the finger up on the right earphone.
For some reason mine's volume works as expected on an iphone (phone and headphone control the same volume) but on a pc (windows / mac / linux) the controls work separately...
If this is Sony's way of forcing me to use their app, they guessed wrong. I just bought these and am considering returning it.