Good thing you begin about this chinglnc.
I have noticed it for years and the difference is very big. Your testing method could be much simpler I think.
Just put your headphone on with house music for a few minutes, then put of the headphone and listen to the same headphone while it is just not on your head. The tempo is much faster!
And I don't know why!
But it could be that the bassdrum is more perceived when the phones are on, the bassdrum only plays the 4/4 notes. But when the headphone is off you hear the closed hihats playing 16ths.