If your budget is unlimited, I did hear some people mention Sony MDR R10 and Audio Technica L3000. They are both closed back headphone so they do not leak a lot of noise, and they do reproduce sound through Fiio E12, though I cannot guarantee a good one. They are both very rare and is probably going cost you at least $5000. If you can find one and buy one, go for it.
A lot of people say how IEM's cannot compete against full sized headphones in terms of soundstage. My ears might be a little weird, I don't know, but I disagree. For example, my Hidition New Tears 6 CIEM has larger soundstage than my AKG K701, an open back full sized headphone. In other words, if you want a headphone that does not leak sound, that can be amped with a portable DAP or an amp, and doesn't cost you over $3000 (which is your budget right?), try considering high end IEM's.
If you do consider IEM's as your possible headphone, I can give you a few recommendations, since I also am a fan of huge sound stage or airy sound. My ears are terrible, so often times I confuse soundstage space with the airiness of treble. If you are in any way similar to me, you will want an IEM with very little bass quantity, and a lot of highs. This will give you a sense of standing in middle of an open field or an ocean.
My Soundstage IEM Recommendations:
1. Hidition New Tears 6 PRO ($1,199)
2. JH Audio Roxanne ($1,649)
3. Ultimate Ears Personal Reference Monitor ($1,999) Make sure to tell the people at UE that you want the largest soundstage possible, since this IEM will be tuned for your music taste.
4. AKG K3003 ($1,499) Use High Boost Filter.
5. Sony EX1000 ($599)
