But the judgment as an end-user, on-the-spot, is the only place it matters. THAT is where Sennheiser is potentially missing out on a sale, and THAT is where the buyer is handing over his/her money.
The only other place that the sticker COULD be relevant is if/when I have to send my headphones in to Sennheiser for repair. But,
a) As I already said, I don't need to send my headphones to Sennheiser for repair, I can just get the part from Sennheiser and repair it myself.
b) As you already said, I could just send in my headphones to Sennheiser without any sticker, and they would still have to repair them, since lots of HD600s don't have stickers.
So, in summary, the sticker is completely and utterly pointless.
As for your passport, that's a poor analogy. First, you get your passport from the government. You don't buy it from a 3rd party retailer. So YOU know it is authetic. If everyone bought their headphones directly from Sennheiser, there would be no need for any kind of security measure whatsoever. The real purpose of a passport hologram is to assure a customs/border official that your passport is authentic. And (in theory at least) they are trained professionals who SHOULD know what the original looks like.