Bass is something we sense physically; Good bass from a live performance or stereo is something you feel in your chest and legs as much as hear in your ears. It doesn't have to be overwhelmingly loud for this to be true, either.
People who like their gut-punching bass aren't always happy with taut, well-balanced bass on headphones, because it lacks the physicality they associate with their favorite music, whether it's club electronica, or rock, or even what you can get from sitting in a good seat at an orchestral performance. You can get some of the effect back on headphones by exaggerating the bass, because if it makes your head rattle a little, the physicality is back even if it's affecting a different part of the body than usual, but it's at the penalty of making the bass louder than the other instruments.
Headphones are (in broad terms) more detailed than speaker systems, and planars are more detailed than dynamics, so planar phones reproduce certain aspects of a performance that are harder to retrieve through speakers. But the speakers can give the bass more visceral presence, and (in broad terms) replicate the acoustic space better than headphones. Those are the compromises.
I like the HE-6 and its bass is wonderful, but I don't get the pleasurable sense of bass from them I get from the relatively cheap, old bookshelf speakers I use as nearfield monitors. The HE-6 has more extension - they go audibly lower - but the speakers are more rockin', even without having to go loud.
