The Hel is a DAC + headphone amp. The ASUS ad copy mentions 600 ohms to indicate it can drive high impedance headphones such as the Sennheiser HD 600 / 650 which are 300 ohms nominal.
The GSP 500 are 32 ohms nominal impedance, so they don't need the large voltage swings that an amp designed for 600 ohms impedances would output. Furthermore, they have a fairly high sensitivity at 107 dB / 1 V RMS so don't need too much power to produce deafening volume.
In any case, either a sound card or an external DAC + amp could get you better sound from your PC.