I guess nobody would want to deny that listening through headphone is a less natural experience than listening through speakers, let alone listening to live music. So the closer a headphone comes to a speaker-like spatial presentation, the more natural the soundstage.
There are different degrees of «unnaturalness» depending on the design -- increasing from top to bottom:
semi-open design with extremely angled drivers: Stax Sigma
completely open designs with angled drivers: K 1000, Jecklin Float, MDR-F1...
semi-open designs with angled drivers: HD 555/595...
semi-open designs without baffle: HD 580/600/650...
semi-open designs with baffle: K 501, SA 5000, Qualia...
semi-closed designs: DT 880, CD 3000, R10...
closed designs: most ATs...
supraaural open designs: Grados...
supraaural closed designs: PX 200...
extremely closed designs: canalphones
Ideally an open design preserves the outer ear's natural phase and FR equalizing function. Nevertheless, in this context frontal sound-wave impact is also important. In this respect extremely angled drivers, simulating a frontal sound field, are the ideal solution. However, the semi-closed design of the Stax Sigma which would fulfill this criterion creates reflections and standing waves, so the completely open designs with less extremely angled drivers gain ground, although they're of course not free of reflections between drivers and outer ear. The Sennheisers actually are open designs, because there's no baffle, and the earpads just serve for wearing comfort, not isolation.
If we're talking of «artificial soundstage» with headphones, there must be meant artificial reverberation, like the one that's created in typical closed designs where the rear sound waves are reflected by the shells to the listener's ears, in some cases also caused by undampened baffles with open designs (SA 5000). On the other hand, compared to speakers and live concerts headphones commonly create an artificial soundstage by nature -- when fed with recordings meant for speaker reproduction. Most recordings are monitored and mixed through speakers, so from a purist perspective you'll only get an accurate spatial presentation through speakers. In the case of binaural recordings it's exactly the other way round: they call for headphone reproduction, and there canalphones theoretically offer the best precondition, as they eliminate the impact from the outer ear -- so the sound waves don't have to pass the outer ear twice -- considering the artificial ear during the recording.
It entirely depends on the individual listener if he or she prefers to overcome or to cultivate typical headphone characteristics when it comes to spatial presentation. There's no sense in generalizing and ideologizing the own preferences and postulating an «artificial soundstage» when it's in fact the natural function of the outer ear which is responsible for a certain preservation of a natural spatial impression, even with headphones which are prone to destroy every trace of a natural soundfield. I for one can live with both approaches: the almost speaker-like presentation of extremely open headphones as well as the non-existant soundstage of canalphones -- which can easily be compensated for with a bit of fantasy. Circumaural designs such as Grados are by no means a golden section of spatial presentation, rather a less appealing compromize to my ears, implying an obtrusing closeness and upfrontness which doesn't suit a wide variety of musical genres.