Weird thing is I listen to movie louder than I do music, yet under this activity I don't find them fatiguing
Movies are not COMPRESSED like pop & rock music. The reason you find rock + hard rock music fatiguing is because it has been compressed (no dynamics - example Metallica)...nothing to do with your speakers (although some bad speakers might help - something warm sounding with a recessed midrange will do).
Unfortunately audiophile systems will tend to push your tastes towards other forms of music that are better recorded...
See this for information Turn Me Up. Compression is not natural and it is done in the studio. It raises the average sound level significantly by making everything loud - in the case of Metallica I have heard the head of Meridian describe it as pretty close to white noise (when viewed on a spectrum analyzer...)