Hi, SINAD is actually not higher with High Gain active, that graph is very easy to be misinterpreted. I've gone through the same thought process as you, but here's the answers you're looking for, follow back the discussion from here:
I know with my headphones I only use about a max of 200 mVrms, so it looks by using High Gain I can get a 5dB improvement on this metric? And you'd think that additional amplification beyond unity gain (eg High Gain) would worsen distortion, but it seems the opposite here....so what's going on...
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So, if your headphone gets loud enough on Low Gain, then use it on Low Gain as you will have better SINAD.