Noise Cancelling headphones turning up when activating noise cancel feature. Is that just a cheap gimmick?

What I mean to say is, does it turn it up to make you think the noise around you got quieter?
I understand they create white noise. but there is no sound at all in my room, and the volume simply get’s louder.

I tested this by taking them off and turning up the volume. What i’m saying is it gets louder when i turn on the feature.

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