I own a pair of standard Shure 535s, so I can't really speak for the LE but I'm assuming they're not too different.
To say they're not suited to rock music is ridiculous and completely incorrect. They're accurate, neutral IEMs, they can reproduce any genre well. The majority of the stuff on my DAP is progressive metal and classic rock, and the 535s perform perfectly. The sound is simply amazing. It's a smooth, accurate sound, with clear treble and just the right amount of bass. I infinitely prefer them to my Sennheiser IE80s or my Klipsch X10s.
I would recommend a couple of things to the OP:
1.Make sure you have a proper seal. The difference in sound quality between a proper seal and an okay seal is huge. None of the provided tips really worked for me, so I use Klipsch S4 Large tips. If you want to make sure it's not a tip problem, I suggest you try using the yellow foams that came with the 535s. They're not very practical to wear on a daily basis but they're almost guaranteed to rule out any sealing problems.
2. Try a better player. I use my 535s on a Cowon C2 playing FLAC files with the BBE turned up high, and a neutral EQ. The sound is spectacular. Trying my 535s on an old Creative Zen playing 320kps MP3s, the sound was pretty boring and muddy.
As mrip541 mentioned, these headphones really let you know how crappy music can be. They'll highlight any faults and will emphasize lossy compression to a jarring degree. I stand by a statement I made on a different forum which not many people may agree with: focus first on the sound source, then on the player, and lastly on the headphones. Good headphones should be the last thing you purchase.