Anker 3.5mm Audio Adapter with Lightning Connector (A8193021) Sidetone Missing

I purchased the Anker 3.5mm Audio Adapter with Lightning Connector (A8193021) to use with my iPhone X and an Xbox gaming headset. When making phone calls, the received audio is very clear and I’m told that the audio I’m sending is also strong and clear. However, there’s no “sidetone” or audio feedback when I’m speaking during a phone call, which feels awkward. Is this a limitation of the adapter or the headset I’m using?