There are a pair of 0.82uf caps at the inputs of the 3527. Some web info indicated that 3527 is a I/V stage, but how can the I/V use capacitor at input?Yes you're right.

The entire circuitry maybe tested by the designer in different audio source but might not be compatible with your MP3 player or whatever is that. Maybe there is an impedance mismatch such as hum or distortion can be heard. Better use those ordinary headphones,choose branded ones.Music source are...

Wow ,That’s more than the IE80 at £180 and the SE535 at £270, only the W4 at £380 tops it and a few more esoteric things out there.  So yes it is expensive but you get what you pay for, it sounds tremendous.  Also, as this is top table stuff so you had better have a good source and high bitrate...