AKG K702 headphones amplifier with the UR22

I’ve already tried used it with my Shure SRH940 and it worked fine but when I turn on the headphones volume knob the sound distort a bit, that’s why I thought I need a headphones amplifier.

And I heard that “the UR22 outputs 6mW at 40 Ohms over its phones output port” and that its not good, can someone explain this to me please?