If it's actually too low for you, I suggest doing two things:
1. Disable the toggle "EU Volume Limit",
2. In iTunes before syncing music to your device, make it a habit to manually adjust the volume for each album to (almost) +100 %. It's set to the 0 % (no volume enhancement) by default. You can reach this via context-click > Information > Options > Volume Adjustment on each song/album.
If both aren't enough for you, look out for a headset that amplifies volume (there are some).
And if that still isn't, I'd schedule an appointment with an otologist.
Setting +100 to volume (gain) in the files will badly clip and distort most music, especially modern “loud” music which is already highly compressed in its dynamic range.
The stupid thing about this is that the danger comes from the terrible headphones that come in the box, rather than the phone. They’re quite sensitive, have next to no bass and let a lot of outside noise in (and vice-versa) so people compensate for it by turning them up, but the frequencies they can produce are the high pitched ones that, when directed straight into the ear, can do damage.
Limiting the phone will only limit the number of headphones you’ll be able to get to a satisfactory maximum volume, even ones that are deliberately “rolled-off” to protect hearing. It’s the kind of dumb bureaucracy that people in favour of Brexit campaigned against. The phone can’t tell how sensitive or “good” your headphones are so why cripple the phone’s level when it isn’t necessary?
Not scientific but I did some tests with my setup and I still have very good hearing across the range at calibrated volume levels and can hear 17 kHz tones from my headphones, probably more even from better ones because my headphones are rolled off. In comparison I can’t listen to the crappy bundled earbuds at even near maximum volume because they make my ears hurt (and hurt means potential damage).
My advice to OP is to investigate some economical portable DACs that can help you get a better balance and volume from the headphones you have, or look at Bluetooth headphones. Both of these options bypass the phone’s mediocre DAC and volume controls.
That or look at buying your phone from a non-EU country like Norway or Switzerland (or soon to be UK) that mightn’t have the reduced level imposed. But still, you’re better off avoiding the phone’s (or dongle’s) DAC if you can manage it.
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I see using an external DAC (some can be powered straight off the lightning port) or bluetooth headphones as a solution.
Now, for iPhones 7 and up, you're always using an external DAC anyway (lightning EarPods have a DAC inside). So in this case, I wonder if just using American imported lightning EarPods would be sufficient. Probably not.
That’s a really great question, but I’m guessing Apple in their smarts have thought of this and so the phone will be dictating to the DAC in the dongle what its maximimum level out will be.
They almost certainly won’t be manufacturing different little headphone jack dongles just for the EU market!