The Sennheiser GAME ONE headset is not high-end, nor measured in a hi-fi rating, so the board is perfectly fine. Audio quality from motherboards are really good nowadays. You'll need a really high-end hifi set of cans to even notice the difference, and it does also depend on how good your hearing is.
There are sites like abx.digitalfeed.net if you want to test audio quality of both your ears and speakers/headphones. If you can't notice the difference, the sound card is not going to help. It's quite possible that your headphones pick up on small differences that you (personally) can't hear or notice, while someone else using the same pair can notice. With your set, it's not worth it to buy a sound card.
People buying high quality headphones usually pair them with an amplifier (DAC), so it's not just a simple sound card upgrade that will produce a big difference.