I was in the same boat as you. Back in December last year I had the HE400 for a while, and only got the HE500 because I had the chance to get it really, really cheap. Even after getting it, the sound just didn't click with me for the longest time, it never felt $300 better than HE400. It wasn't until I started messing around with earpads and such when I started realizing the potential in terms of its refinement and smoothness. Extensively modded earpads allowed the HE500's sound signature to breathe a lot more, whilst still retaining its lush qualities.
Same thing here Jerge the HE-500 will grow on you, + after switching to those comfy Velour pads lol Im driving it off the DX100 DAP which pairs excellent with the HE-500. One thing for sure is when I first used the O2 + HRT Music streamer +II with the HE-500 I was not intrigued at all on how it sounded to my ears. So IMO not only does it have to be the amp pairing but also synergy within the source.The DX100 is the best source i've ever had and pairs excellentwith the O2 and He-500.
EDIT: The HE-500 can also feel uncomfortable at first, but eventually you will start to noticed the break in within the band to fit nice and comfortable on your head ^_^