I have listened through more than one pair of Grado SR-60's, and there should not be any sense of suffering when listening to a good recording through these fine entry level headphones. But, as Bignerd100 stated, you can hear too well the marginal quality of some recordings, and some headphone jacks. There can be some variations in perceived frequency response due to unit variation, shape of ears, or shape of foam earpiece covering. Just a little plastic surgery on the phones or the ears should correct all that :>)
Also, could any of your personal perception of sound have been modified by exposure to very high sound levels at live rock concerts, or high volume headphone listening, earlier in life?
Finally, there is a new product from dakiom.com to optimize headphone output from the simple jack output on any player. Although at $100 (home trial money back offer) it is more costly than your particular headphones, it is intended to demonstrate how much more unexpected sound quality there is waiting to be passed through any headphone output jack.