Hi WP,
IMHO, when it comes to tube rolling, YOU have to trust YOUR ears. The same tube can sound very different in different amps. And yes, the same tube in the same system can sound different with headphones compared to speakers.
If you can find a tube that sounds great in your equipment you don't have to apologize to anybody about your taste.
There are people who mainly listen to their equipment, and there are people who enjoy listening to music through their equipment. Or a combination of both.
Either way it doesn't matter - whatever you enjoy is best for you.