Who do electrostatics sound so good you ask...well...of course because
THEIR POWER LEVEL IS OVER 9000!!!!
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Who do electrostatics sound so good you ask...well...of course because
THEIR POWER LEVEL IS OVER 9000!!!!

I agree. A lot of the benefit is from a very low mass driver.
However, I think the best implementation of electrostatic technology is with speakers. Most electrostatic speakers are dipoles, so you get an amazing soundstage with them; something the headphones don't give you.
Further, electrostatic speakers cost less than the headphones. Used Quads cost less than most Stax models and since they have an internal bias supply, you can amplify them for much less than a pair of Stax. So if you like the electrostatic sound, you can go with speakers for less money and better sound quality.
I highly doubt that underlined bit, if you know where to shop.
I just saw a set of Superex electrostatics sell on eBay with a transformer box for around US$122. (They're said to be based on Stax SR-3 drivers, to some extent.) Then there's my own Stax Lambda and SRD-7/SB, which ran me $250. Maybe that's just dumb luck, but I haven't seen any Quad, Martin Logan, or Acoustat pair of ESLs near that price range. In terms of the transformer boxes requiring speaker amps...well, so do the ESLs.
Still, there's no denying that for whatever reason, the headphones command a premium (and mostly because of the prerequisite amplifiers that cost just as much, if not more; at least dynamic and ortho headphones don't force you to get a dedicated amp to use them at all).
As for the better sound quality...wouldn't that depend just as much, if not moreso, on the very room they're in? Most of us don't have a room built to home theater specifications, and given that ESLs are dipoles as you said, the room acoustics would be extremely important, would they not? (It's one of the big reasons I can't just have loudspeakers in the computer room.)