I believe this is a myth, mostly. The distortion from a h.q. tone control stage is probably far below hearing threshold, under most circumstances. And even if it caused a tiny amount of distortion in extreme cases, the advantages would potentially be enormous (for the overwhelming majority).
The headphones of our days have become good enough to be able to take advantage of tone-controlling/eq-ing, (so to speak).
I have often thought that audiophiles are sometimes torturing themselves with terrible sound because of their high principles. (This may be one example).
No-controls (except that they probably are used a lot at the production stage of commercial recordings) is just fashion, as I see it.. Of course, fashion is one of the strongest forces in society. Think of the old films from early seventies where even Robert Redford is wearing those extremely ridiculous trousers. We are the Robert Redfords of audio, and in 10 or 20 years we will look back at ourselves and laugh out loudly.
Even the most deeply incarnated fashion will change with time. In our case one cannot expect the small makers of ”boutique” high-end headamps to go against the stream, but one could perhaps expect it from a big, rational company like Sennheiser.
(just to explain my disappointment in this case).