If you using an audio interface this could be "direct monitoring" which just passes through the microphone audio to the headphones. Each interface is different but just searching by the interface model should have a general user guide for it.

Otherwise it could be a Windows setting (Assuming your on Windows 10) under the sound control panel which can be accessed by: Searching for "Sound settings" from the Windows menu, Sound Control Panel on the right, Recording tab, Right click your microphone and choose properties, Listen tab, Make sure the "Listen to this device" box is unchecked and apply.

I can attest to how mine lasted which might help. I used it semi regularly maybe once or twice a week for the first 2 months. After on and off use it lasted for 7-8 months before the right joystick started to drift but I do know I could be a little rough with it while playing Boneworks so I'm sure that didn't help.

I did the repair on the right controller with the cheap Ali express joystick and found it to be a massive improvement in quality and actually clicks in propperly now.

It's not an amazingly easily repair and I'll admit to damaging the capacitive touch on my joystick due to being a bit rough on the dissasembly. But if your half competent with soldering and got a decent toolkit then go for it.