I can't remember the name of the pro PEQ I tried a few years back, and googling now shows up so many products that I can't find it. But I did my research at the time and it was highly regarded by studio professionals at the time.I don't know which one you tried , but some PEQs (non-professional EQs mainly) reduce the gain a couple of dB to avoid over-clipping. Could that be the effect you heard? At least I can say that the FabFilter Pro Q3 is very good.
I'm fully aware of the importance of level matching, as well as the very real pit-falls of expectation bias and various other mind tricks. I've been around the hifi block a few times. On the particular topic of volume adjustments in PEQ, I do remember one comparison: On Roon's PEQ, which doesn't change overall volume by default, when I added some + peaks I found that Roon's "overload" indicator would occasionally light up. So I reduced the PEQ's overall volume by a couple of dB and increased Dave's volume by the same amount. Although the volumes were the same, I preferred the sound of an occasional overload to the loss in transparency by bringing in Roon's volume control.
Anyway, I'm now using Euphony Stylus which has no PEQ and no option to plug anything in, but the fundamental SQ is sufficiently superior to Roon's (on the same NUC server) that I don't feel I have a problem that needs fixing by EQ. Which doesn't stop me from wondering if Solitaire P or other darker-sounding TOTL headphones might suit me better - because it's what us audiophiles do.