There's definitely something wrong here. These have equal or more impact than any of my full size cans. Check to make sure you aren't blocking the 3 little vents around the nozzle, I've heard that can mess up sound.
It's quite unlikely that both of your earpieces would be messed up, and from my understanding these should provide comparable impact to all of the IEMs you've mentioned, perhaps more. Although depending on where the frequency response is shifted
Try listening to the first 20 seconds or so of the following tracks(in 480p quality to eliminate variables)
Try this one at a moderately loud volume. Do you feel the impact at the beginning of this track? http://www.youtube.com/watch?v=suPlYwJ3YvM&ob=av3e Youtube makes it worse than it should be, but you really, really should be able to.
Listen to the beginning of this track: http://www.youtube.com/watch?v=HZwMX6T5Jhk&ob=av3e Can you hear the bass line clearly at all? Youtube makes it sound distorted though.
Another optional one(actually just sharing because it's awesome
) http://www.youtube.com/watch?v=VtnVduIY75Y
The most likely scenario is a fit issue. The default tips of the Pannies are all about one size smaller than the should be. The "large" tip is about equivalent to the mediums of most other brands, and I could only manage to get a decent seal with the largest ones. The tips are also pretty stiff and not the most form fitting. Definitely mess around with some other tips before returning them. Foams would probably be the best guarantee to be sure you are getting a proper seal.