It doesn’t actually change the volume when you change the setting. When set to high, you will however be able to get higher volume. At leas that is my experience.
The higher volume is just not coming through - when I go back to the ‘now playing’ screen and raise the volume, it goes no higher than it previously did before I changed the option in ‘settings’.
What happens in general when it is set to high, at a lower volume it is slightly louder, so for instance, normal setting a volume of 10 is 10, on High setting a volume of 10 is closer to 11. If that makes sense. With headphones its almost impossible to really hear unless you have a trained ear or perfect hearing. It is slightly more noticable on a sterio. your best bet if you need more volume on your fuze and headphones is to get a headphone amp.