I think those who heard the EF-5/HE-4 combo were extremely enthusiast.
The HE-4 have more detail in the treble, more sub-bass impact and are more balanced than the 500s (no lushness here, but still slight warmth to make them enjoyable )
In term of soundstage, I could not note any difference in term of size between the 2.
The presentation is different in that the mids are more in line with the rest of the spectrum with the 4s when they are forward and lush on the 500s.
As I said, there's no competition for hard-rock/metal between the two: the 4s are much more involving here, hands down (and IMO).
The 500s are vocal masters and good at everything else. The 4s are hard-rock master and also good at (almost?) everything, in a different way.