It is very normal...And i lived through the same experience with my 7 headphones. ( now retired)
Details and intimacy, clarity and transparency are way easier to be reach with good headphones at low price and without the complex room treatment and necessary control than with speakers..
But when we succeed in room treatment and control we reach all these qualities and way more than what most headphone could ever do...Without the uncomfort of wearing a headband...
But most people dont have a dedicated isolated room and never will have one, and most who have one will never invest long time and study in acoustic listening experiments anyway, then headphones stay one of the most interesting solutions for listening music at low cost with good S.Q.
But at the end, speakers or headphones is a completely personal FREE choice and experience.. We can also enjoy the two experience like i did myself for years... . But my posts are there to speak about the real power of acoustic in HI-FI experience OVER the gear upgrade marketing conditioning...
And what you call the "room effect" can be a very positive superior upgrading room effect and also a negative partially unresolved problem and degrading room effect... Acoustic and psycho-acoustic experiments ask for way more than buying ready made costly panels of any kind...I never bought anything....
I hate to say it, but I now find listening with my headphones a more immersive experience than listening with my speakers. Maybe it’s the novelty, but I find I’m getting more involved in the music through headphones. There’s a more immediate and direct connection without distractions or “room effect.”
Maybe I will feel different once the novelty wears off.
I have a hell of a lot more investment in capital and time in my system than with phones.
