I don’t personally consider the 65-ohm impedance of the Alpha to be all that high. It’s a little higher than the 38–50 ohm region that gaming headsets often land in, sure, but not quite to the point where I’d recommend an amp. Sensitivity is just as important to calculating amp/headphone/volume performance as impedance is.
Until you get into the 150 ohm range I don’t personally think a dedicated amp will make a massive difference especially with a decent sensitivity.
The only current gaming device that might have a little issue with volume on the alphas is the PS4 controller, but it’s notorious for its low volume output.