Regardless of what the term veil means to whomever, the sennheisers are very distant sounding headphone to me. I will even go so far as to say for me, unnatural sounding. Why?
In a live event I seem to choose my seat by the loudness level. I dont like it very loud or it makes me uncomfortable. I seem to prefer the mid-hall seat. You would think this would make me a candidate for the senns more laid back sound. However, the senns at a comfortable level dont have the intelligibility and sense of dynamics you get live at this position in a concert hall, from my experience. At a comfortable level they sound like your in the lobby. The only solution is to turn up the volume; which in turn makes the overall level to high. You can never, or I cant, get a natural balance where the(example) vocalist is positioned properly in relation to the rest of the band. The sound field is like a horseshoe, with the vocalist way back in the middle while everyone else is up close on the sides. I think this is what solude is expressing with his comments on listening level, and if so, I agree with him.
Think about this, at a concert the volume is fixed and you choose the distance that gives you the perspective you want. When you find the correct distance, according to your preferance, the band sounds balanced with volume level, presence, dynamics, soundstage etc all balanced together naturally to your liking. Unfortunately, with phones the perspective is predetermined and we can only adjust volume/ listening level. I think the senns sense of perspective is flawed according to my preferances, because to get a natural intelligibility and any sense of true dynamics, I have to turn the volume to loud, and it then makes everything else go out of balance.
Please dont interpret this as my prefering a certain perspective, say upfront vs laid back; the issue I have with the senns is a lack of balance.
Many here dont like grados because they are to forward, like sitting in the first row. But, the grados sound is consistent from that perspective in the hall they portray. They trumpeter may be spitting in your face and the cymbals jumping out at you, but this is consistent with standing or sitting right next to them. When you adjust the volume with a grado you get just a change in volume, the balance remains consistent with the chosen upfront perspective, only the listening level has changed. I personally like grados better despite my generally prefering a more distant perspective, because they are consistently forward across the board, and thus sound more natural, even though its not my favorite view of the event.
In summary, I dont think there is a veil. I believe the senns have a midrange that is not in balance with the bass and treble, except possibly at volume levels I cant personally tolerate. I believe this is what sennheiser will change when a new hd700 or whatever finally arrives. They will make the midrange consistent with the tonal balance of the bass and treble.
I am not bashing the senns, this is just my opinion, and if people love their senns and prefer them thats great. I have not heard the senns with tubes or with the cable upgrades; and I very much want to. I am currently looking at the sony cd3000s, beyer dt 880s and the senns with a cable upgrade as my next phone. However, from the 580s I owned, I just cant see me ever accepting the senns portrayal of music as realistic.