I'll post this hear, as it's the most active post on the issue. I've been trying to narrow down where exactly the problem is, either in hopes that Corsair can resolve the issue in firmware/software, or at least help others improve the experience.
So far it seems to be an issue in Windows 10 (and 8/8.1 from what I've read), specifically with USB microphones, and not isolated to the Void USB, but obviously not universal to all USB microphones.
Also, Sidetone in CUE results in normal microphone volume. Though without knowledge of the inner workings, this information may not be useful.
Two possibilities here:
The signal could be traveling to the PC, through CUE, and then back to the headset. The signal is simply a loopback within the headset, going from mic to speakers through firmware.
Either way, because Sidetone sounds fine, the microphone is definitely picking up sounds correctly, and the hardware is not at fault.
This has led me to believe that the issue is with Microsoft's drivers. As point of evidence, my motherboard (admittedly a little old) has USB 3.0 through an add-on chipset (made by NEC). When I swapped the Void from USB 2.0 to one of these 3.0 ports, the microphone volume improved noticeably. Enough so that on Mumble, someone commented that I was actually too loud!
I'd really like someone else to give this a try, and confirm it wasn't just a fluke. If you're not sure about your USB ports, post your motherboard model and I'll try and determine if it's the same situation.
Note: This is mostly speculation at this point; I'm a software developer, and firmware is a bit of a black box to me.