I actually am also inclined to say that headphones just don't have much "headstage" or "soundstage" or whatever you want to call it. So many people talk about how a headphone makes them feel like they are sitting 20 rows back from the stage or stuff like that.
I've never experienced these with headphones. Ever. Not even with the HD580 and the K701 which have the "furthest" sounds I've heard in headphones. Even a Stax couldn't fool me, and I heard Stats were really good at this.
Headphones just always feel to me like the sound is coming from right next to my ear. Even a K701 on a benchmark DAC1 can't fool me into thinking that the sound is coming from speakers in around me or what not. Some still sound a bit "further" than others but that's about it. I *still* know the sound is coming from next to my ear.