First of all, maybe IF's measurements of one headphone are not indicative of all samples of that headphone in the wild. With some of these smaller operations, maybe there is more manufacturing variance? Or they're changing the design or manufacturing from one batch to another? But I'd hope not, not at the prices they're asking. Anyhow, a few dB difference between some samples wouldn't be unusual. All these calculations are just based on the sample that Tyll measured.
As mentioned before and as you say, HE-6 takes way more power for equivalent volume than most sets, so it's the odd one out. O2 can only get that a little above 105 dB SPL. If you want even more than 110 dB SPL (say 114 dB SPL), then 5W sounds right. But it's not like many orders of magnitude different from other headphones.
Don't listen that loud, or listen to music with a pretty small dynamic range? O2 and many other "lesser" amps may be enough.
Anyhow, there is just an expectation and some kind of intuition that you need to pair expensive headphones with expensive electronics. It's maybe more a psychological thing than anything else. People can't really visualize electronics that well, so they probably don't have a good intuition on their operation and requirements. The hi-fi press doesn't help either, and neither does the sense of needing to keep up with the Joneses and so on. Also, a lot of audiophile options, like a lot of the cheaper tube amps, would really have trouble with the kinds of high power levels we're talking about, so people could legitimately be using multiple amps that don't really work that well before settling on something overkill.