I honestly don’t know what material to tell you to listen to for that comparison. It’s the exact opposite with stage width for me between the two headphones with any material I listen to, except perhaps mono recordings. Stage depth may possibly be marginally deeper on the utopia for me, but I’m not certain on that one. I’d have to go back and listen to the utopia again (I basically don’t use it now with the 009S and Susvara around). In fact, the reason I decided not to keep the Utopia is because the soundstage was so in my head compared to the other HPs I use.
What amp are you using? I’ve heard of people getting better soundstage on the Utopia with hard-core high-end tube amps. I’ve had no luck with my McIntosh and Hugo2 in that regard. I think I tried my PrimaLuna DiaLogue Premium HP as well, which is tubular, but it would have been awhile ago when first comparing the Utopia with the Susvara.
I am using the Mjolnir 2 with solid state tubes. Tube amplifiers make the Utopia sound too warm for my tastes. I agree the sound stage of the Utopia is not very impressive & I definitely get that in-my-head feeling when comparing the Utopia to other open headphones. And prior to running direct side-by-side comparisons, I would have echoed your sentiment about the Utopia & HD820 as my expectation was that either the HD820 would sound more spacious than the Utopia or it would be difficult to tell the difference. So when I listen to the HD820 alone, I am impressed for how open it sounds for a closed headphone. Compared to the usual mid-tier closed headphones, I can definitely tell the improvement in overall soundstage & openess. When I listen to the Utopia alone, I feel like the sound stage does not appear very impressive for an open headphone. However, when I compare the HD820 directly against an open headphone, I feel like there are definitely audio cues that give away the HD820 is closed. Even with an open headphone that I personally feel gives a smaller room size like the Utopia. When I swap between the two headphones in direct comparison, the room definitely feels smaller & more closed in than HD820 compared to the Utopia. Especially when I rapidly switch back-and-forth between the headphones, the effect is most jarring & prominent. I am a bit annoying with the amount of direct A-B testing that I like to do before I really feel comfortable voicing an opinion, especially something like this which ran counter to my initial expectations. So those are my personal experiences, but it is definitely possible that you have a different experience in direct comparison. That is why I am curious which testing track you used so I can see if I can replicate the results, or maybe we just hear differently.
Beyond the fact that the HD820 is actually closed, I think there may be some additional reasons for my impression. First, the HD820's bass tuning specifically & elevated bass quantity. If they downplayed the bass quantity, the HD820 would appear more spacious, but I think the overall tuning and balance of the HD820 is quite pleasing, so I am not sure if that would even be in the right direction. They did do an interesting tuning adjustment where the upper bass and lower mids appear a bit toned down, so the bass stays quite tight and the overall sound is not overtly warm but still have bass emphasis. Also their treble tuning overall very balanced and smooth with minimal peaks or valleys to my ears but less emphasized compared to the bass. No extra emphasis on the upper octaves that can give an artificially airier sound but tuning choice avoids sound becoming too piercing. The HD820 is definitely never overtly piercing to me. A bit surprising Sennheiser is moving a bit away from their original brighter HD800 sound signature, but not unreasonable as that sound signature could be a bit polarizing. I think the HD820's overall tuning is safer than the original HD800. (I do personally prefer the HD800S over both the HD800 and the HD820 overall sound signature). Also it does seem like the HD820's upper midrange was cut down a bit, which improves overall treble clarity, but also affects the presence range to me so also gives the sense of a bit disjointedness and the relative positioning of treble instruments appears a bit too far off while the lower end feels much closer in a tighter box. Ends up with a bit of an closer echo-y feel that makes the room seem smaller. And this is not even talking about the subtle differences in the way the bass reverberates and the way the bass and treble does not naturally diffuse across to the other ear which is inherent in closed designs.
That being said, the HD820 definitely has impressive overall sound stage for a closed headphone. If someone ran direct comparisons & concluded that the HD820 has the best sound stage out of all closed headphones, I would not be surprised, but I do feel I have heard other closed headphones with close to this degree of spaciousness where I may even fool myself into thinking it may be an open headphone. But at the end of the day, when I run the direct comparisons, there are still certain characteristics that make the HD820 sound closed relatively to an open headphone. The HD820 would not be mistaken for loudspeakers for example, and I would not expect them to be. But there are definitely open headphones that can get me very close to that illusion.
The HD820 does have top-tier instrument separation, imaging, and positional cues. And its sound stage is definitely impressive overall for a pair of headphones and the HD820 definitely gives a great attempt at masking the fact that it is a closed headphone. But I do personally think it is a bit of an exaggeration/wishful thinking if saying that its sound stage sounds as spacious as an open headphone. That being said, its sound stage & sense of space is good. I do not think that anyone listening to the HD820 will find it lacking in those areas. Just in relative comparison to an open headphone, it does not sound as open to me. To be honest, if you hear it differently, I wouldn't want to get into an argument over it and I don't doubt the accuracy of your impressions. I guess I would just be a bit jealous as the dream is a closed headphone indistinguishable from an open headphone, am I right?
I find the "soundstage" ( I like to call accuracy of imaging) very open on the 820, which is remarkable for a closed. There is a bit of center fill due to the upper bass presence, but there are not the usual side-to-side boundaries that with closed headphones are normally a given. A reasonably balanced open headphone with perfectly matched drivers that places the drivers away from the ears should reproduce an accurate soundstage (recording dependent).
I do agree that the HD820 images very well and is accurate with positional cues. I also don't think that the HD820 is lacking regarding its sense of overall spaciousness or size of its sound stage, and I do fully agree that the source material plays a huge factor in positional cues and sound stage impressions. I think live recordings or classic music is typically the best for testing sound stage.
your comment on the bass is quite interesting to me, I do think that some of the smaller room feeling is related to the bass, but I feel like the HD820 is missing a bit of upper bass presence compared to the overall prominence of its bass emphasis which leads a bit to a disconnected sense from the mid, not in an entirely bad way, but just that the bass and mid-range feels very separated. this definitely also helps prevent muddiness in the sound signature. to my ears, the HD820 sounds to be more mid-bass focused than anything else. I don't get the extra visceral slam and rumble that a sub-bass focused lower frequency response nor do I get the warmth and richness of an upper bass focused lower frequency response. there is a relatively heavy bass quantity for the sound signature but does not have that warmth and fullness underlying voices. The bass does become very nicely tight with this tuning for the amount of bass quantity & amount of emphasis there.
Another subtle thing took me a while to adjust to is that I do feel like the bass, mid, and treble feel a bit disjointed to me (but not so much in a negative/flawed way), just the only way I can think of describing it right now. It almost feels like the upper-bass/lower mid and upper mids/lower treble were toned down a bit to give a separate defined bass vs separate defined mid vs separate defined treble. A bit of a of a "nnn" type sound signature almost where the mid-bass and middle of the midrange is a bit more emphasized. after a bit of a dip, then around 4khz and above the treble sounds extremely smooth to me, almost un-sennheiser-like not to have some sort of more prominent peak there for extra definition or airiness. lol.
I think at the end of the day, the HD820 definitely sounds like a flagship, regardless of form factor. Just not sure if it is the right headphones for me personally.