It's to a certain degree normal for human beings to percieve things that are physically not existent. I trust my ears only in so far that I know what I like and what not. Never forget: every time we talk about "ears" we also talk about that part of our brains that does the actual hearing, which is an interpretative process. Adaption is a known part of that process.
Shure has measured their microphones.
"We've got a lot of data on those over the years, and we're not convinced on mic burn in either," Engstrom says. "If you think about it, regardless of whether a mic is plugged in, it's always hearing, it's always on. So, in theory, wouldn't those drivers always be burning in, and therefore wouldn't the curve be very very different over the course of its life?"
No burn-in for microphones means no burn-in for tiny IEMs where the potential for mechanical deviation is below that of microphones. This is logical.
The human intellect is much more trustable, albeit not everyones, than human ears.
When burn-in hasn't been used as a strawman argument, then it most probably has been confused with a successfull adaption to the sound signature.
Now back on topic. After some more days with the Vega, I don't feel so bad anymore about them, but I also still haven't adapted. This sound sig really seem to not want to let me completely dive into the music albeit I'm willing to try and try again..