Hey, that was a pretty interesting and well written review! Nice to read your 'virgin' impressions on a headphone versus your normal listening experiences with speakers.
I wonder what you'd think of an IEM like the Sony EX600.

I have no idea since I've never used IEMs or even flat earbuds. Do you think they sound even more compact than closed headphones? They sit deeper in the ear (but the other hand have a 180 degree speaker). I'd probably be obsessing about how they fit fit and keeping them clean, like using oil treatments on my ear 24/7 to make sure no earwax ends up in them.