Funnily enough, my older Corsair Vengeance 2100 wireless headset works perfectly with the nintendo switch. I just plugged in the USB dongle on the dock and it worked seamlessly. I don't know whether it's something that got fixed with Switch 5.0 update, or always worked (I had read that Switch 5.0 update added compatibility to a lot more headsets).
But the Corsair Void Pro does not. I didn't do any firmware update on any of the headsets. Find it surprising that the older corsair headset works but the newer one does not.