"Burn in" at best is a slight change - it won't change the overall characteristic of the headphone. If you don't like them now, you are unlikely to after "burn in."
They are something of a bad compromise. Halfway between a portable, and halfway to a true hifi headphones.
With that said - sometimes switching from one type of headphone to another can be jarring. You might give them an hour or two with a variety of music and see if you warm up to the way it sounds. Otherwise, I'd send them back.