Its not impossible, or even hard, to hear a difference in that area. Lots of music has no information that low but some does. And not just electronic music, orchestral stuff that uses very large drums will have information at 20-30Hz as will large pipe organs. You can both hear it and feel it. Fire up a 20Hz test tone and tell me you don't hear that. ;) It can make a big difference when it is rolled off substantially. I notice right away how rolled off a headphone is in the sub-bass. I've found that even 5Hz can be heard although its pretty much just the movement of air that you're hearing but even that can have an effect on whether you hear the proper sub-bass atmosphere that's meant to be on the track. Alright, 5Hz will obviously have a very small, essentially unnoticeable, effect but I think you get my point. You can roll off the signal at 20-30Hz thinking you're not missing anything but for music that uses those frequencies you are in fact losing part of the atmosphere and physical impact that was supposed to be there.
Well, I've heard at least two headphones which can reach down to 20 or even 10Hz flat... But honestly, I haven't noticed any real advantage against my HD800. These headphones sounded rather muffled in comparison... Too dominant bass over the rest of spectrum. Maybe I am listening to the wrong music. Or maybe I am just not a basshead. I prefered HD800's bass over anything I've heard so far tbh. But that's just me.