After just listening to it I think I'm starting to like it more and more. Treble isn't as fatiguing anymore and IMO, EQing just makes it sound worse now. Tried putting +1dB on 2khz, +4dB on 4khz, -3 on 8khz and -2 on 16khz but default just sounds much better overall now. I don't understand why people find velours so comfortable though. I always found them too hard, even on Beyerdynamics.
The He-400 really needs a cut in the 10khhz region, less so in the 8khz region. If you're going to eq you really need an equalizer that allows much finer tuning.
And I all people agree with you that the velours are way too hard. You can try soaking them in water, and then drying them, this softens them a bit. You do get used to the treble emphasis, but go back to a warmer sounding headphone and you'll dislike the treble.