I go back and forth between my hd600 and 4r every day, and they are similar in tone (similar not exact) but the main difference is indeed that they simply don't have the airiness of the hd600 and the 600 pulls out more fine details. However, the 4r isolates infinitely better than the hd600, so in that sense sometimes you might hear more with the 4r depending on the room noise.
For what it's worth, I'm happy with both. i don't feel like I'm sacrificing much switching between them. One sounds excellent with isolation and portability, the other sounds open and beautiful for when the room is quiet...
I also love my HD600 and find the ER4S sound signature to be very close to the Senn's as long as the Etys are amped. There is a notable loss of detail and dynamics from the headphone jack of the ipod compared to running the LOD to amp connection; however, my source is a diymod and some of what I am hearing is likely due to the mod as when listening at home on the same source/amp the HD600 and ER4S are very close, indeed. I have not listened to the 4R though but I do understand the lower impedance is easier for most players to drive directly.
I am glad to have found both a home and portable headphone setup that is always satisfactory.