A question regarding Voice Feedback

I was looking at different headsets, and I had a question.

Some of the headsets have a feature in their software that allows you to hear how loud or how low you are speaking into the mic.

Such as steelseries 9H, Corsair 1500 v2.

My question was, is this the same feature as Windows "Listen to this device"? If so, why is this advertised as a feature when any headset or microphone can take advantage of the one built right into Windows?