Hi Meli!
Listening to music through headphohes, totally shut from external noises and with the earphones sitting right on your head is indeed a totally different experience.
The moment you switch over to Acoustic, plenty of new factors come into play - the size of the room, the furniture, curtains the sound reflections, echoes, other noises, what all objects are actually in the room - water in a glass which vibrates, windowpanes which shake etc. ALL THESE ARE NOT IN YOUR HEADPHONE LISTENING.
So you tend to hear the sounds/music differently. Depending on the temperature - cold or hot - and humidity, the transmission speed of sound also get affected. I experience the same recording sounding dull and listless on some days, bright on other days.
And since you hear the notes or sounds differently, you inadvertently tend to "CORRECT" yourself or CHANGE TO REACH PERFECTION, leading to the next set of problems.
Prof Narayanan
Madras/India