It would be helpful if you can say what the headphones are. High impedance 'phones might respond as you describe. A low impedance model might give you more volume for less 'driving'.
It's very important to have an appropriate level going into the mic input and the gain control should be used for this, not for compensating for a low monitor level. Distortion at this stage cannot be rectified later.
A set of active monitors will be expecting the kind of signal your interface produces. If you're very attached to your existing 'phones you may want to consider a separate headphone amp.
People with black cats shouldn't get black stair carpet.