You aren't doing anything wrong. They aren't the best sounding headphones, especially if you don't use their own integrated EQ (which you are doing as soon as you turn them on). They basically have to do a bit of magic to make sure that both of the ear cups sound the same, because of the proximity sensor.
A good review would be this on -> https://www.audiosciencereview.com/forum/index.php?threads/sony-wh-1000xm4-review-noise-cancelling-headphone.19828/
But basically they sound pretty good and have outstanding features. They are no high end headphone, but they are still enjoyable. You can certainly EQ them to your liking. On android I'd recommend Wavelet for that, on windows EqualizerAPO. You can find suggested EQ's online to get them to sound more closer to the Harman Target (something the average human find pleasing sounding). But you can also experiment with them a bit to figure out what you like :)
The LDAC support won't really add anything. The differences are minute anyway. I'd assume the HD 598SE will sound better overall, at least if you have a half decent source :D
https://www.audiosciencereview.com/forum/index.php?threads/sony-wh-1000xm4-review-noise-cancelling-headphone.19828/
This might be interesting for you.