From the responses I always read in these threads I always get the idea that the HD650s are INCREDIBLY picky about their source/amp and are very revealing...yet aren't they known to be rather dark/warm headphones? Is there any reason as to why it seems that you have to be a lot more picky with the HD650s (Why so many people point out that the reason why someone likely doesn't like the sound is due to a poor source, amp, cables, etc.), but now as much with other headphones (SAx000 series, electrostats, etc.)? It might just be the high occurrence of these threads, but I always found this interesting.
Based on your findings I'm guessing that the your radio's DAC is very bright and that your X-Fi's DAC is rather dark in comparison, so your results aren't surprising. If you want to keep the HD650s but want to remove the veil, then you should consider looking into bright sources and/or amps (Solid state sources/amps). The Zhaolu D2C is bright (And I've read that the D2A is even brighter), so you might want to check that out. I forget who it was, but I remember someone being very enthusiastic about the performance of the Stello DA100 DAC (and its amp counterpart) completely removing the veil on his/her Senns. I'd look into that as well.
Oh, and I believe some people also do a sort of "quarter" mod (Though I believe it's called something else and requires a different sized hole) with Senns to open them up a bit. IIRC, you just basically cut a hole in the cloth that covers the driver frame, resulting in a less muffled sound.