I'm a longtime (30+ years) speaker-based hifi guy. Excepting my young walkman-based personal audio days, I generally only slid heavy into headphones after changing life circumstances (family) precluded the large devoted listening room. Headphones are portable and by nature not as disruptive to the home environment, and I value that greatly nowadays.
In any case, if your reference is solely loudspeaker-based audio, as another poster above suggested, you will have to change your expectations somewhat. For me, the two areas of particular importance were adjusting to the lack of physical bass and adjusting to having music so close to your head instead of all around you. That's just something that takes time to adjust to. In the process, I found that there were some benefits of headphones not revealed to me at initial blush. I suspect that's the slope many find themselves on as they slide into headphonia
What amp are you running the LCD2F with? I've found them quite revealing of the amp used to drive them; not particularly picky or hard to drive, mind you, but they do change a lot based upon what they are fed. My experience with headphones vs loudspeakers is that the amp/headphone pairing is actually more critical in the headphone world; certainly amps make a difference in the hifi world, but I suspect the greater frequency response swings and much varying impedance among headphones cause the interaction to be more critical in the headphone world. You may want to try a few amps and see if you can achieve a synergy you enjoy.
Having owned a pair of Joseph RM25XL some years ago, and having quite some experience with the Pearl's (and to a lesser extent, the Pulsar's) at a friend's house, I'd hazard a guess that you'd prefer something like the Senn HD800. And with that recommendation amp partnering is REALLY key.
We all hear differently, though, and to be honest I wouldn't characterize Joseph's as sounding like un-amplified performers, so you'll have to heavily rely on your ears in this situation
Hope that helps a bit