I'm going to come out and say it, Marshall's companion app is maybe the best I've ever used. Headphone apps often feel like afterthoughts with clunky user interfaces. What's worse, the features they include are often easier to just activate on the device itself. Marshall's app is a trove of discovery and genuinely helpful.
For example, on the main home page, you can toggle between ANC, transparency mode or disable both. You can also do this with the buttons, but the app has an ANC "Level" option for deeper configuration. Below that is the EQ, where you'll also find the adaptive loudness toggle. The app has some decent presets here, but you can make your own and save that as a preset too.
The software features just seem to stack up from here. The Milton supports Auracast, and it's here in the app you can find and join broadcasts. Marshall has its own implementation of "spatial" audio called Soundstage and the app is where you can configure and activate it. Soundstage changes the audio so it's more like listening to a speaker in a room, rather than the music being directly in your head. I can't say I care for it myself as it often pushes the drums and basslines (aka, the best bits) down, but it's a thing you can do if the more direct input of headphones is a bit overstimulating.
The Milton supports Spotify Tap via a double click of the M button. Press twice and you'll be served up some music based on your listening habits. Sorta like an on-demand playlist for when you don't know what to listen to. Either way, it's here and there's a section in the app to remind you how it works.
Other goodies you'll find here include battery preservation tools, similar to the options in iOS that prevent an iPhone battery fully charging or lower the charging speed. You can also configure the power-off timer if you don't like the factory defaults and want the Milton's to go to sleep almost immediately after you stop using them — or up to eight hours later. As is increasingly common, the Milton's support Apple Find My and Google Find Hub, and there's a section in the app to guide you to set that up.