Thought it was weird too but got used to it and found it useful whenever I took calls walking back home or through the park, since I'm double distracted the ambient noise feature has saved me from bumping into people or getting run over a couple of times.

For me its a deal breaker, thanks for confirming..

that is a feature that u can't turn it off for somehow

It is there since most people can't talk properly if they can't hear their external voice (at least that is what I think it is for).

Someone has hilariously downvoted the question and my comment, wtf, haha

As above, when I'm in a call ambient sound is definitely on despite turning it off on the app. 

Is this a "feature" or is something wrong with the headphones?

Thanks

WH-1000XM3 ambient sound always on in calls