Some tubes are a bit softer than others, so it depends, but they’re likely easier on your ears than most solid state. That said, there are a lot of things in your audio chain that can come across as brightness and cause ear fatigue, and your speakers and internal components are certainly among them.
I’d also consider other speakers, or upgrading the wire and any cheap crossover components inside your Klipsch. Make sure your wires and cables are decent too.