Yes, unfortunately this is the case, the noise-cancelling headphones from Sony are better in this respect. But if you like white noise instead of complete silence, you're well served here. But they also fade out relatively quickly.
I can't confirm this either, it's also great that I can hear myself 1:1 in the ANC when I speak, so I don't have the feeling that I'm speaking loudly... as is often the case with cheaper headphones