Yes thats right. they have built-in dac or so called soundcard in their usb circuitry. I'd go with usb headphone unless the price difference is significant or I have better soundcard installed.
Decent for gaming, which is what I suppose they are designed for, but for listening to music, they're prettty bad. Probably should have gotten an alalog headet with a better PC internal sound card since I like to listen to music a lot.
You're right, most of the usb headphones in the market are designed for gaming only. tried sound blaster WoW and tactic 3d usb powered headphone a while back, and they doesn't do any good for music.