Well I have been using my HeKSE without any kind of EQ, and it sounds fantastic. I agree though that the stock cable is trash and needs to be changed, but .with the fight aftermarket cable, the HeKSE is simply bonkers good. Full disclosure : I use three different Norne Audio cables with the HeKSE in balanced mode, and they're all great with it : the silvergarde S, the Silvergarde S3, and the Draug V3.
So I find that EQing on the HeKSE is completely unnecessary, but YMMV, of course.
I used the same range of cables with my Audeze cans too, and that provides a nice spread of sound quality varieties that complement each other well among the cans in my stable. Ironically, it is with the Audeze Headphones that I sometimes do any EQ'ing, but that is simply because Audeze itself provides EQ filters for those headphones via roon, or their own AudezeHQ / Reveal software, which I really do not need to enjoy the headphones, anyway..