I found the same with the Sennheiser HD580. I also got the HD580s after I already had the HE-500 and it is a headphone that grows on you. It really is a great headphone and more neutral sounding, but there is definitely noticeable graininess in the sound. Reckon everyone should listen to the HD600 at some stage in their head-fi journey to realise how forward and bass heavy most gear sounds today. Going back to the HE-500 always produced a wow factor though. I eventually sold my pair to somebody who was starting out on his head-fi journey along with a JDS Labs cmoy amp. The Westone 4 is another example of a IEM that doesn't really produce a wow factor, but with more and more listening you realise how impressive they are.
Yes the sound compared to the HE500s is just very very natural. So that is what neutral sounds like, I must have a listen to the HD800s one day