Yeah, I'm not really sure why Sony didn't spend the extra ten cents for a curved piece of plastic and some foam, but their headset really feels like a piece of shit. The Xbone one isn't amazing or anything (it's a little nicer and more durable than the 360 one), but you don't have to constantly worry about it falling out of your ear at least, and it feels reasonably well-made for a cheap, bundled headset.
I don't play enough console multi-player games to spring for a better one, though. I have the Razer Megalodon for my PC and love that thing to death, but I only bought it originally because I used to play TF2 competitively and an expensive surround sound headset is basically a pre-requisite.